A Second-Order Algorithm for the Distance Of A Point to An Epigraph

被引：0
作者：
Zhao, Wenhui [1 ]
Li, Ruan [2 ]
Gao, Yan [3 ]
机构：
[1] North China Elect Power Univ, Sch Econ & Management, Beijing, Peoples R China
[2] Shanghai Univ Elect Power, Sch Econ & Management, Shanghai, Peoples R China
[3] Shanghai Univ Sci & Technol, Sch Management, Shanghai, Peoples R China
来源：
2018 IEEE 4TH INTERNATIONAL CONFERENCE ON CONTROL SCIENCE AND SYSTEMS ENGINEERING (ICCSSE 2018) | 2018年
关键词：
a point to an epigraph; nonsmooth optimization; generalized min-max problems; second-order methods; Lyapunov function; SYSTEMS;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
We proposed a second-order algorithm for the distance of a point to an epigraph in our paper. We transformed the distance into a finite generalized minimax problem and came up with the optimality conditions. A converges Q-superlinearly algorithm had been presented by using optimality functions which is based on second-order approximations of the cost function and corresponding search direction functions. Finally, to verify the effectiveness of the proposed algorithm, the nonsmooth Lyapunov function was utilized to generate nonlinear control system. Simulation results indicate that the rate of convergence is super-linear.
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页码：6 / 9
页数：4
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