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

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 pro...

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Bibliographic Details
Main Authors: V. N. Krutikov, Ya. N. Vershinin
Format: Article
Language:English
Published: Kemerovo State University 2014-02-01
Series:Вестник Кемеровского государственного университета
Subjects:
Online Access:https://vestnik.kemsu.ru/jour/article/view/642