Adaptive Variable Metric Algorithms for Nonsmooth Optimization Problems

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/3191 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/3191 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/3191 archive 351 disk0/00/00/31/45 2016-01-15 01:59:00 2021-08-27 17:13:17 2016-01-15 01:59:00 monograph show 2 Uryasev S.P. AL1646 Adaptive Variable Metric Algorithms for Nonsmooth Optimization Problems pub iis_met prog_ado This paper deals with new variable metric algorithms for nonsmooth optimization problems. The author develops so-called adaptive algorithms. The essence of such algorithms is as follows: there are two simultaneously working gradient algorithms, the first is in the main space and the second with respect to the matrix for modification of the space. The author proves convergence of such algorithms for different cases. 1988-07 published WP-88-060 WP-88-060 10 2676 public working_paper IIASA, Laxenburg, Austria 28 FALSE info:eu-repo/semantics/book