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《南京师大学报（自然科学版）》[ISSN:1001-4616/CN:32-1239/N]

Issue:

2013年02期

Page:

31-38

Research Field:

数学

Publishing date:

Info

Title:

An Algorithm for Nonlinear l₁ Problem

Author(s):

Ma Shengrong¹; You Xinghua²

1.School of Mathematics and Information Technology,Nanjing Xiaozhuang University,Nanjing 211171,China
2.Department of Basic Courses,Nanjing Institute of Technology,Nanjing 211167,China

Keywords:

nondifferentiable; l_{1 problem}; interior point algorithm; quadratic programming problem with box constrains1

PACS:

O221.2

DOI:

-

Abstract:

This paper studied the nonlinear l₁ problem:min_x∈RⁿF(x)=∑^m_i=1|f_i(x)|.We first discuss the descent direction of the objective function F(x)in theory,further more,we study the relation between the optimal solution of nonlinear l_{1 problem and the optimal solution of some kind of quadratic programming problem with box constrains.Hence,we construct a descent algorithm for nonlinear} 1l_{1 problem and prove the convergence of the algorithm.An example shows that the new descent algorithm for nonlinear} 1l_{1 problem is effective.}1

References:

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[7]颜世建,葛福生.非线性l₁问题的一个算法[J].南京师大学报:自然科学版,1999,22(2):1-7.
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Memo

Memo:

-

Common functions

Last Update: 2013-06-30