论文标题
强易转换非凸优化的确切惩罚算法
Exact Penalty Algorithm of Strong Convertible Nonconvex Optimization
论文作者
论文摘要
本文定义了一个强大的可转换非凸(SCN)函数,用于解决非convex或nonmooth(非不同)函数的无约束优化问题。首先,给出了SCN函数的许多示例,其中SCN函数是非凸或非平滑函数的。其次,证明了SCN功能的操作属性,包括加法,乘法,复合操作等。第三,在机器学习和工程应用中常见的某些特殊功能的SCN形式分别介绍了这些SCN功能优化问题可以通过凸和凹面目标函数转化为Minmax问题。第四,定义了SCN功能的MinMax优化问题及其惩罚功能。证明了MinMax优化问题的优化条件,精确性和稳定性。最后,给出了解决Minmax优化问题及其收敛性的惩罚函数算法。本文提供了一种有效的技术,用于求解无约束的非凸或非平滑(非不同)优化问题,以避免使用细分或平滑技术。
This paper defines a strong convertible nonconvex(SCN) function for solving the unconstrained optimization problems with the nonconvex or nonsmooth(nondifferentiable) function. First, many examples of SCN function are given, where the SCN functions are nonconvex or nonsmooth. Second, the operational properties of the SCN functions are proved, including addition, multiplication, compound operations and so on. Third, the SCN forms of some special functions common in machine learning and engineering applications are presented respectively where these SCN function optimization problems can be transformed into minmax problems with a convex and concave objective function. Fourth,a minmax optimization problem of SCN function and its penalty function are defined. The optimization condition,exactness and stability of the minmax optimization problem are proved. Finally, an algorithm of penalty function to solve the minmax optimization problem and its convergence are given. This paper provides an efficient technique for solving unconstrained nonconvex or nonsmooth(nondifferentiable) optimization problems to avoid using subdifferentiation or smoothing techniques.