| Autor: |
Bazaraa, M. S., Goode, J. J., Rardin, R. L. |
| Zdroj: |
Journal of Optimization Theory and Applications; July 1978, Vol. 25 Issue: 3 p437-442, 6p |
| Abstrakt: |
In this note, we describe a finitely convergent steepest-ascent scheme for maximizing piecewise-linear concave functions. Given any point, the algorithm moves along the direction of steepest ascent, that is, along the shortest subgradient, until a new ridge is reached. The overall process is then repeated by moving along the new steepest-ascent direction. |
| Databáze: |
Supplemental Index |
| Externí odkaz: |
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