A FAMILY OF RELAXATION SUBGRADIENT METHODS WITH TWO-RANK CORRECTION OF METRIC MATRICES

Gorskaya, Tatiana; Krutikov, Vladimir

English

RAS Social ScienceЭкономика и математические методы Economics and the Mathematical Methods

ISSN (Print) 0424-7388
ISSN (Online) 3034-6177

A FAMILY OF RELAXATION SUBGRADIENT METHODS WITH TWO-RANK CORRECTION OF METRIC MATRICES

PII

S042473880000616-6-1

DOI

10.7868/S0000616-6-1

Publication type

Article

Status

Published

Authors

Tatiana Gorskaya

Vladimir Krutikov

Volume/ Edition

Volume / Issue №4

Pages

105-120

Abstract

The family of relaxation sub-gradient methods with double-rank correction of matrixes of the metrics for solving non-smooth absolute optimization is suggested. Convergence of its algorithms has been proven with strictly convex functions. Results of numerical research are presented of one algorithm of family.

Keywords

Date of publication

01.10.2009

Year of publication

2009

Number of purchasers

Views

826

References

Translate

GOST	Gorskaya T., Krutikov V. A FAMILY OF RELAXATION SUBGRADIENT METHODS WITH TWO-RANK CORRECTION OF METRIC MATRICES // Economics and the Mathematical Methods. – 2009. – Issue №4 C. 105-120 .
MLA	Gorskaya, Tatiana, Krutikov, Vladimir "A FAMILY OF RELAXATION SUBGRADIENT METHODS WITH TWO-RANK CORRECTION OF METRIC MATRICES." Economics and the Mathematical Methods. 4 (2009).:105-120.
APA	Gorskaya T., Krutikov V. (2009). A FAMILY OF RELAXATION SUBGRADIENT METHODS WITH TWO-RANK CORRECTION OF METRIC MATRICES. Economics and the Mathematical Methods. no. 4, pp.105-120

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RAS Social ScienceЭкономика и математические методы Economics and the Mathematical Methods

A FAMILY OF RELAXATION SUBGRADIENT METHODS WITH TWO-RANK CORRECTION OF METRIC MATRICES

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