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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2011, Volume 51, Number 5, Pages 791–801
(Mi zvmmf9332)
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This article is cited in 4 scientific papers (total in 4 papers)
Fejer algorithms with an adaptive step
E. A. Nurminski Institute for Automation and Control Processes, Far East Branch, Russian Academy of Sciences, ul. Radio 5, Vladivostok, 690041 Russia
Abstract:
For Fejer processes with attractants, a general adaptive scheme for step multiplier control is proposed and the convergence of this class of algorithms to stationary points is proved. Numerical results demonstrating that the convergence rate is generally linear are presented.
Key words:
Fejer processes, convex optimization, variational inequalities, decomposition, stepsize control.
Received: 15.06.2010 Revised: 14.09.2010
Citation:
E. A. Nurminski, “Fejer algorithms with an adaptive step”, Zh. Vychisl. Mat. Mat. Fiz., 51:5 (2011), 791–801; Comput. Math. Math. Phys., 51:5 (2011), 741–750
Linking options:
https://www.mathnet.ru/eng/zvmmf9332 https://www.mathnet.ru/eng/zvmmf/v51/i5/p791
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Statistics & downloads: |
Abstract page: | 280 | Full-text PDF : | 98 | References: | 58 | First page: | 6 |
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