G2TT
来源类型Article
规范类型其他
DOI10.1007/BF00939925
New variable-metric algorithms for nondifferentiable optimization problems.
Uryasev S
发表日期1991
出处Journal of Optimization Theory and Applications 71 (2): 359-388
出版年1991
语种英语
摘要This paper deals with new variable-metric algorithms for nonsmooth optimization problems, the so-called adaptive algorithms. The essence of these algorithms is that there are two simultaneously working gradient algorithms: the first is in the main space and the second is in the space of the matrices that modify the main variables. The convergence of these algorithms is proved for different cases. The results of numerical experiments are also given.
主题Social & ; Environmental Dimensions of Technology (SET)
URLhttp://pure.iiasa.ac.at/id/eprint/12876/
来源智库International Institute for Applied Systems Analysis (Austria)
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资源类型智库出版物
条目标识符http://119.78.100.153/handle/2XGU8XDN/127117
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GB/T 7714
Uryasev S. New variable-metric algorithms for nondifferentiable optimization problems.. 1991.
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