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来源类型 | Monograph (IIASA Collaborative Paper) |
规范类型 | 论文 |
Randomized Search Directions in Descent Methods for Minimizing Certain Quasi-Differentiable Functions. | |
Kiwiel K | |
发表日期 | 1984 |
出版者 | IIASA, Laxenburg, Austria: CP-84-056 |
出版年 | 1984 |
语种 | 英语 |
摘要 | Several descent methods have recently been proposed for minimizing smooth compositions of max-type functions. The methods generate many search directions at each iteration. It is shown here that a random choice of only two search directions at each iteration suffices to retain convergence to in#-stationary points with probability 1. Use of this technique may significantly decrease the effort involved in quadratic programming and line searches, thus allowing efficient implementations of the methods. |
主题 | System and Decision Sciences - Core (SDS) |
URL | http://pure.iiasa.ac.at/id/eprint/2521/ |
来源智库 | International Institute for Applied Systems Analysis (Austria) |
资源类型 | 智库出版物 |
条目标识符 | http://119.78.100.153/handle/2XGU8XDN/122905 |
推荐引用方式 GB/T 7714 | Kiwiel K. Randomized Search Directions in Descent Methods for Minimizing Certain Quasi-Differentiable Functions.. 1984. |
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文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
CP-84-056.pdf(458KB) | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 |
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