Algorithm for finding a solution to the inclusion 0?F(x)

Autor:	P. H. Dien, H. T. Phung
Rok vydání:	1990
Předmět:	Control and Optimization Applied Mathematics Theory of computation Convergence (routing) Method of steepest descent Convex cone Function (mathematics) Support function Management Science and Operations Research Algorithm Mathematics
Zdroj:	Journal of Optimization Theory and Applications. 67:509-531
ISSN:	1573-2878 0022-3239
DOI:	10.1007/bf00939647
Popis:	Using the steepest-descent method combined with the Armijo stepsize rule, we give an algorithm for finding a solution to the inclusion 0∈F(x), whereF is a set-valued map with smooth support function. As an example, we consider the special caseF(x)=g(x)+K, withK being a convex cone andg a single-valued function. The relation between the present algorithm and that given by Burke and Han is also discussed.
Databáze:	OpenAIRE
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