Conditional steepest descent directions over Cartesian product sets : With application to the Frank-Wolfe method
We derive a technique for scaling the search directions of feasible direction methods when applied to optimization problems over Cartesian product sets. It is proved that when the scaling is included in a convergent feasible direction method, also the new method will be convergent. The scaling techn...
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| Format: | Others |
| Language: | English |
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Linköpings universitet, Optimeringslära
2015
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-123730 |