SUBGRADIENT MINIMIZATION METHOD WITH DESCENT VECTORS CORRECTION BY MEANS OF TRAINING RELATIONS PAIRS

Вестник Кемеровского государственного университета

Ya. N. Vershinin¹  V. N. Krutikov¹ 

[1] Kemerovo State University;

关键词: minimization method;    relaxation conjugate subgradients method;    kaczmarz algorithm;   

DOI  :  

来源: DOAJ

【 摘 要 】

The paper introduces a conjugate subgradient method whose descent is corrected by a pair of current training relations. The convergence of the method is proved on strictly convex functions. According to the numerical experiment, the method is effective at non-smooth high-dimensional minimization problems. By memory cost, theproposed method is similar to the conjugate gradient method, and at smooth high-dimensional singular functions its convergence rate is not inferior to tha of the conjugate gradient method.

【 授权许可】

Unknown