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论文类型：期刊论文

发表时间：2010-05-01

发表刊物：JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

收录刊物：SCIE、EI、Scopus

卷号：234

期号：1

页面范围：224-232

ISSN号：0377-0427

关键字：Nonsmooth optimization; Piecewise C(2); VU decomposition; Second-order expansion

摘要：A class of constrained nonsmooth convex optimization problems, that is, piecewise C(2) convex objectives with smooth convex inequality constraints are transformed into unconstrained nonsmooth convex programs with the help of exact penalty function. The objective functions of these unconstrained programs are particular cases of functions with primal-dual gradient structure which has connection with Vu space decomposition. Then a VU space decomposition method for solving this unconstrained program is presented. This method is proved to converge with local superlinear rate under certain assumptions. An illustrative example is given to show how this method works. (C) 2009 Elsevier B.V. All rights reserved.