Projection method of approximation gradient for convex programming problems

被引:0
|
作者
Tyulyukin, VA [1 ]
机构
[1] Ural State Univ Econ, Ekaterinburg, Russia
来源
NONSMOOTH AND DISCONTINUOUS PROBLEMS OF CONTROL AND OPTIMIZATION (NDPCO'98) | 1999年
关键词
approximate analysis; gradient methods; convex optimization; convex projections; convex programming;
D O I
暂无
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
In this report the problem of minimization of a convex function f(x) on a convex closed and bounded set Q subset of R-n is considered. The method described below concerns gradient methods of the search of extremum of convex functions. The discrete analogue of the approximation gradient plays here the role of the gradient (Batukhtin and Maiboroda, 1984; Batukhtin and Maiboroda, 1995). Copyright (C) 1998 IFAC.
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页码:215 / 217
页数:3
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