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A FAMILY OF RELAXATION SUBGRADIENT METHODS WITH TWO-RANK CORRECTION OF METRIC MATRICES
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A FAMILY OF RELAXATION SUBGRADIENT METHODS WITH TWO-RANK CORRECTION OF METRIC MATRICES
Annotation
PII
S042473880000616-6-1
Publication type
Article
Status
Published
Authors
Tatiana Gorskaya  Vladimir Krutikov
Edition
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
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Date of publication
01.10.2009
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0
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774
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