期刊文献+

一类求解迫近点的Bundle算法 被引量:1

A Bundle Method for Solving Approximate Points
下载PDF
导出
摘要 利用建立在近似次梯度基础上的近似Bundle算法研究了迫近点的求解问题,并给出了一类算法及算法的收敛性定理. In this paper we study the problem of solving approximate points by using the proximal bundle method based on approximate subgradients.Finally,an algorithm is given and the convergence theorem of the algorithm is proved.
作者 沈洁 庞丽萍
出处 《辽宁师范大学学报(自然科学版)》 CAS 2004年第3期267-270,共4页 Journal of Liaoning Normal University:Natural Science Edition
关键词 求解问题 近似 收敛性 定理 梯度 算法研究 基础 approximate points approximate subgradient proximal bundle method
  • 相关文献

参考文献3

  • 1[1]CLARKE F H.Operation and Nonsmooth Analysis[M]. New York:Wiley,1983.
  • 2[2]ROCKAFELLAR.Convex Analysis[M].Princeton:Princeton University Press,NJ,1970.
  • 3[3]MICHAEL HINTERMIILLER.A Proximal Bundle Method Based on Approximale Subgradients[J].Computational Optimization and Applications,2001,20:245-266.

同被引文献6

  • 1J: Frederic Bonnans,J: Charles Gilbert, Claude Lemar-chal,Claudia A: Sagastiz6bal: Bundle Methods: The Quest of Descent [ J ]: Numerical Optimi- zation,2003 ,Part II: 117 - 136:
  • 2Claudia Sagastiz(lbal: Composite proximal bundle method[ J]: Mathematical Programming,2012:
  • 3Michael Hintenniiller: A Proximal Bundle Method Based on Approximate Subgradients [ J]: Computational Optimization and Applications ,2001,20 (3) :245 -266:
  • 4Stefan Feltenmark, Krzysztof C: Kiwiel: Dual Applications of Proximal Bundle Methods, Including Lagrangian Relaxation of Nonconvex Problems [J]:SIAM J: Optim: ,2006,10(3) :697 -721:
  • 5K: C: Kiwiel: Approximations in proximal bundle methods and decomposition of convex prog:rams[J]: Journal of Optimization Theory and Applica- tions, 1995,84 ( 3 ) :529- 548:
  • 6A: S: Lewis, S: J: Wright : A proximal method for composite minimization [ J] Optimization and Control ( math: OC ) ,2008:

引证文献1

二级引证文献3

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部