Adaptive Nonmonotonic Methods With Averaging of Subgradients

Chepurnoj ND (1987). Adaptive Nonmonotonic Methods With Averaging of Subgradients. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-87-062

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Abstract

The numerical methods of the nondifferentiable optimization are used for solving decision analysis problems in economic, engineering, environment and agriculture. This paper is devoted Lo the adaptive nonmonotonic methods with averaging of the subgradients. The unified approach is suggested for construction of new deterministic subgradient methods, their stochastic finite-difference analogs and a posteriori estimates of accuracy of solution.

Item Type: Monograph (IIASA Working Paper)
Research Programs: Adaption and Optimization (ADO)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:58
Last Modified: 15 Aug 2016 12:49
URI: http://pure.iiasa.ac.at/2990

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