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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2007, Volume 47, Number 12, Pages 2037–2054
(Mi zvmmf210)
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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
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
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
Linking options:
https://www.mathnet.ru/eng/zvmmf210 https://www.mathnet.ru/eng/zvmmf/v47/i12/p2037
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Abstract page: | 204 | Full-text PDF : | 96 | References: | 68 | First page: | 2 |
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