دانلود کتاب A VU-algorithm for convex minimization

Name: A VU-algorithm for convex minimization
Availability: InStock
Author: Mifflin R.

by Mifflin R., Sagastizabal C.

عنوان فارسی: VU - الگوریتم برای به حداقل رساندن محدب
سال: 2005
زبان: انگلیسی
تعداد صفحه (نسخه چاپی - نسخه الکترونیکی): 26-26
نوع فایل: PDF دانلود نرم افزار مطالعه
حجم: 0.27 مگابایت

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جزییات کتاب

For convex minimization we introduce an algorithm based on VU-space decomposition. The method uses a bundle subroutine to generate a sequence of approximate proximal points. When a primal-dual track leading to a solution and zero subgradient pair exists, these points approximate the primal track points and give the algorithm's V, or corrector, steps. The subroutine also approximates dual track points that are U-gradients needed for the method's U-Newton predictor steps. With the inclusion of a simple line search the resulting algorithm is proved to be globally convergent. The convergence is superlinear if the primal-dual track points and the objective's U-Hessian are approximated well enough.