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来源类型 | Article |
规范类型 | 其他 |
DOI | 10.1007/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) |
URL | http://pure.iiasa.ac.at/id/eprint/12876/ |
来源智库 | International Institute for Applied Systems Analysis (Austria) |
引用统计 | |
资源类型 | 智库出版物 |
条目标识符 | http://119.78.100.153/handle/2XGU8XDN/127117 |
推荐引用方式 GB/T 7714 | Uryasev S. New variable-metric algorithms for nondifferentiable optimization problems.. 1991. |
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