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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2007, Volume 47, Number 12, Pages 2037–2054 (Mi zvmmf210)  
This article is cited in 1 scientific paper (total in 1 paper)

New variants of the generalized level method for minimization of convex nondifferentiable functions taking infinite values

N. A. Sokolov

Central Economics and Mathematics Institute, Nakhimovskii pr. 47, Moscow, 117418, Russia
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Abstract: New variants of the generalized level method for minimization of convex Lipschitz functions on a compact set with a nonempty interior are proposed. These variants include the well-known generalized and classical level methods. For the new variants, an estimate of the convergence rate is found, including the variants in which the auxiliary problems are solved approximately.
Key words: convex function, minimization of nondifferentiable function, level method.
Received: 03.05.2007
English version:
Computational Mathematics and Mathematical Physics, 2007, Volume 47, Issue 12, Pages 1952–1969
DOI: https://doi.org/10.1134/S096554250712007X
Bibliographic databases:
Document Type: Article
UDC: 519.658
Language: Russian
Citation: N. A. Sokolov, “New variants of the generalized level method for minimization of convex nondifferentiable functions taking infinite values”, Zh. Vychisl. Mat. Mat. Fiz., 47:12 (2007), 2037–2054; Comput. Math. Math. Phys., 47:12 (2007), 1952–1969
Citation in format AMSBIB
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\by N.~A.~Sokolov
\paper New variants of the generalized level method for minimization of convex nondifferentiable functions taking infinite values
\jour Zh. Vychisl. Mat. Mat. Fiz.
\yr 2007
\vol 47
\issue 12
\pages 2037--2054
\mathnet{http://mi.mathnet.ru/zvmmf210}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2394963}
\transl
\jour Comput. Math. Math. Phys.
\yr 2007
\vol 47
\issue 12
\pages 1952--1969
\crossref{https://doi.org/10.1134/S096554250712007X}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-37649003895}
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    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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