【Key words】 Global optimization; monotone optimization; convexification methods; branch-and-bound; indefinite quadratic programming; convex relaxation; Lagrangian relaxation;
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non-smooth monotone optimization 非光滑单调优化
The monotone optimization is to maximize a monotone objective function constrained by monotone functions.
单调优化是指目标函数与约束函数均为单调函数的全局优化问题。
The monotone optimization is to maximize or minimize a monotone objective function constrained by monotone functions.
单调优化是指目标函数与约束函数均为单调函数的全局最优化问题。
This paper presents a non-monotone curve search method for unconstrained optimization problems and proves its convergence under some mild conditions.
本文提出一类求解无约束优化问题的非单调曲线搜索方法,在较弱条件下证明了其收敛性。
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