Approximate bundle methods in nonsmooth optimisation and their applications in some complex systems

非光滑优化中的近似束方法及其在复杂系统中的应用

• 批准号: DP0344039
• 负责人: Prof Adil Bagirov
• 金额: $ 13.49万
• 依托单位: Federation University Australia
• 依托单位国家: 澳大利亚
• 项目类别: Discovery Projects
• 财政年份: 2003
• 资助国家: 澳大利亚
• 起止时间: 2003-01-01 至 2006-01-01
• 项目状态: 已结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/DP0344039
• 关键词: Approximate; bundle; methods; nonsmooth; optimisation

Non-smooth and non-convex optimisation has many applications in industry and science. One of the powerful methods in non-smooth optimisation is a bundle method. This project will develop new versions of the bundle method by using continuous approximations to the sub-differential and extend this method for solving non-convex (smooth and non-smooth) optimisation problems by using max-min of linear functions for the approximation of the functions involved. The outcome will be a new class of effective readily implementable algorithms for the minimization of non-smooth and non-convex functions, whose usefulness will be demonstrated by applications in cluster analysis, biochemistry and robotics.

非光滑和非凸优化在工业和科学中有许多应用。在非光滑优化中的一个强有力的方法是捆绑方法。该项目将通过使用连续近似的次微分开发新版本的束方法，并通过使用线性函数的最大-最小值来近似所涉及的函数，将该方法扩展到解决非凸（光滑和非光滑）优化问题。其结果将是一类新的有效的易于实现的算法，用于最小化非光滑和非凸函数，其有用性将被证明在聚类分析，生物化学和机器人技术中的应用。