Výsledky vyhledávání - "Tremba, Andrey"

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Mixed robustness: Analysis of systems with uncertain deterministic and random parameters using the example of linear systems

Autor: Tremba, Andrey

Robustness of linear systems with constant coefficients is considered. There exist methods and tools for analyzing the stability of systems with random or deterministic uncertainties. At the same time, there are no approaches for the analysis of syst

Externí odkaz: http://arxiv.org/abs/2012.03120

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Error bound conditions and convergence of optimization methods on smooth and proximally smooth manifolds

Autor: Balashov, Maxim, Tremba, Andrey

We analyse the convergence of the gradient projection algorithm, which is finalized with the Newton method, to a stationary point for the problem of nonconvex constrained optimization $\min_{x \in S} f(x)$ with a proximally smooth set $S = \{x \in R^

Externí odkaz: http://arxiv.org/abs/1912.04660

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Sparse solutions of optimal control via Newton method for under-determined systems

Autor: Polyak, Boris, Tremba, Andrey

We focus on finding sparse and least-$\ell_1$-norm solutions for unconstrained nonlinear optimal control problems. Such optimization problems are non-convex and non-smooth, nevertheless recent versions of Newton method for under-determined equations

Externí odkaz: http://arxiv.org/abs/1908.10150

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Gradient projection and conditional gradient methods for constrained nonconvex minimization

Autor: Balashov, Maxim, Polyak, Boris, Tremba, Andrey

Minimization of a smooth function on a sphere or, more generally, on a smooth manifold, is the simplest non-convex optimization problem. It has a lot of applications. Our goal is to propose a version of the gradient projection algorithm for its solut

Externí odkaz: http://arxiv.org/abs/1906.11580

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New versions of Newton method: step-size choice, convergence domain and under-determined equations

Autor: Polyak, Boris, Tremba, Andrey

Newton method is one of the most powerful methods for finding solutions of nonlinear equations and for proving their existence. In its "pure" form it has fast convergence near the solution, but small convergence domain. On the other hand damped Newto

Externí odkaz: http://arxiv.org/abs/1703.07810

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