提出了一类线性约束下非光滑的非线性规划问题,运用线性拟合凹函数分段法和不等式组旋转算法进行求解,并证明了该算法的收敛性。
This paper proposes a continuum and undifferentiable nonlinear programming problem with linear constraints. The objective function is non-convex and non-concave. We use the subsection method and pivoting algorithm to solve the problem and prove the convergence of the algorithm.