G2TT
来源类型Monograph (IIASA Working Paper)
规范类型论文
Linear Convergence of Epsilon-Subgradient Descent Methods for a Class of Convex Functions.
Robinson SM
发表日期1996
出版者IIASA, Laxenburg, Austria: WP-96-041
出版年1996
语种英语
摘要This paper establishes a linear convergence rate for a class of epsilon-subgradient descent methods for minimizing certain convex functions. Currently prominent methods belonging to this class include the resolvent (proximal point) method and the bundle method in proximal form (considered as a sequence of serious steps). Other methods, such as the recently proposed descent proximal level method, may also fit this framework depending on implementation. The convex functions covered by the analysis are those whose conjugates have subdifferentials that are locally upper Lipschitzian at the origin, a class introduced by Zhang and Treiman. We argue that this class is a natural candidate for study in connection with minimization algorithms.
主题Optimization under Uncertainty (OPT)
URLhttp://pure.iiasa.ac.at/id/eprint/4985/
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/124616
推荐引用方式
GB/T 7714
Robinson SM. Linear Convergence of Epsilon-Subgradient Descent Methods for a Class of Convex Functions.. 1996.
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