| 来源类型 | Book Section |
| DOI | 10.1007/BFb0120066 |
| Adaptive variable metric methods for nondifferentiable optimization problems. | |
| Uryasev S | |
| 发表日期 | 1990 |
| 出处 | Analysis and Optimization of Systes. pp. 432-441 Germany: Springer Berlin/Heidelberg. ISBN 978-3-540-47085-4 DOI: 10.1007/BFb0120066 . |
| 出版年 | 1990 |
| 语种 | 英语 |
| 摘要 | This paper deals with new variable metric algorithms for nonsmooth optimization problems, so-called “adaptive algorithms”. The essence of these are as follows: there are two simultaneously working gradient algorithms, the first in the main space, the second with respect to the matrices that modify the space variables. The convergence theorems for these algorithms are given for different cases. |
| 主题 | Adaption and Optimization (ADO) |
| URL | http://pure.iiasa.ac.at/id/eprint/13069/ |
| 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/133226 |
| 推荐引用方式 GB/T 7714 | Uryasev S. Adaptive variable metric methods for nondifferentiable optimization problems.. 1990. |
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