This paper proposes a BB-type algorithm for solving a class of non-smooth compound convex optimization prob-lems.Combining non-monotone line search technique and appropriate BB step size,we prove the global convergence of the pro-posed algorithm under appropriate conditions.It has been proven that the proposed algorithm has shorter CPU time,fewer iterations,and better numerical performance compared to existing algorithms.
关键词
非光滑/非单调/BB步长/全局收敛性
Key words
non-smooth/non-monotonic line search/BB step size/global convergence
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