Entropy-like proximal algorithms based on a second-order homogeneous distance function for quasi-convex programming

Shaohua Pan*, Jein Shan Chen

*此作品的通信作者

研究成果: 雜誌貢獻期刊論文同行評審

10 引文 斯高帕斯(Scopus)

摘要

We consider two classes of proximal-like algorithms for minimizing a proper lower semicontinuous quasi-convex function f(x) subject to non-negative constraints x ≥ 0. The algorithms are based on an entropy-like second-order homogeneous distance function. Under the assumption that the global minimizer set is nonempty and bounded, we prove the full convergence of the sequence generated by the algorithms, and furthermore, obtain two important convergence results through imposing certain conditions on the proximal parameters. One is that the sequence generated will converge to a stationary point if the proximal parameters are bounded and the problem is continuously differentiable, and the other is that the sequence generated will converge to a solution of the problem if the proximal parameters approach to zero. Numerical experiments are done for a class of quasi-convex optimization problems where the function f(x) is a composition of a quadratic convex function from Rn to R and a continuously differentiable increasing function from R to R, and computational results indicate that these algorithms are very promising in finding a global optimal solution to these quasi-convex problems.

原文英語
頁(從 - 到)555-575
頁數21
期刊Journal of Global Optimization
39
發行號4
DOIs
出版狀態已發佈 - 2007 十二月

ASJC Scopus subject areas

  • 電腦科學應用
  • 管理科學與經營研究
  • 控制和優化
  • 應用數學

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