SUBGRADIENT MINIMIZATION METHOD WITH DESCENT VECTORS CORRECTION BY MEANS OF TRAINING RELATIONS PAIRS

Autor:	V. N. Krutikov, Ya. N. Vershinin
Jazyk:	English<br />Russian
Rok vydání:	2014
Předmět:	minimization method relaxation conjugate subgradients method kaczmarz algorithm History of Russia. Soviet Union. Former Soviet Republics DK1-4735 Psychology BF1-990
Zdroj:	Вестник Кемеровского государственного университета, Vol 0, Iss 1-1, Pp 46-54 (2014)
Druh dokumentu:	article
ISSN:	2078-8975 2078-8983
Popis:	The paper introduces a conjugate subgradient method whose descent is corrected by a pair of current training relations. The convergence of the method is proved on strictly convex functions. According to the numerical experiment, the method is effective at non-smooth high-dimensional minimization problems. By memory cost, theproposed method is similar to the conjugate gradient method, and at smooth high-dimensional singular functions its convergence rate is not inferior to tha of the conjugate gradient method.
Databáze:	Directory of Open Access Journals
Externí odkaz:	https://doaj.org/article/adb41bfeea52478e96b5461d8c811a10 Zobrazit plný text záznamu View record in DOAJ