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Avtomatika i Telemekhanika, 2014, Issue 4, Pages 67–80
(Mi at7532)
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This article is cited in 11 scientific papers (total in 11 papers)
Mathematical programming problems
Method of conjugate subgradients with constrained memory
E. A. Nurminskiiab, D. Tienc a Institute of Automation and Control Processes, Far-Eastern Branch, Russian Academy of Sciences, Vladivostok, Russia
b Far-Eastern Federal University, Vladivostok, Russia
c Charles Stuart University, Bathurst, Australia
Abstract:
A method to solve the convex problems of nondifferentiable optimization relying on the basic philosophy of the method of conjugate gradients and coinciding with it in the case of quadratic functions was presented. Its basic distinction from the earlier counterparts lies in the a priori fixed constraint on the memory size which is independent of the accuracy of the resulting solution. Numerical experiments suggest practically linear rate of convergence of this algorithm.
Citation:
E. A. Nurminskii, D. Tien, “Method of conjugate subgradients with constrained memory”, Avtomat. i Telemekh., 2014, no. 4, 67–80; Autom. Remote Control, 75:4 (2014), 646–656
Linking options:
https://www.mathnet.ru/eng/at7532 https://www.mathnet.ru/eng/at/y2014/i4/p67
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Statistics & downloads: |
Abstract page: | 257 | Full-text PDF : | 75 | References: | 58 | First page: | 21 |
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