首页 | 本学科首页   官方微博 | 高级检索  
     


New variants of the generalized level method for minimization of convex nondifferentiable functions taking infinite values
Authors:N. A. Sokolov
Affiliation:(1) Central Economics and Mathematics Institute, Nakhimovskii pr. 47, Moscow, 117418, Russia
Abstract:New variants of the generalized level method for minimization of convex Lipschitz functions on a compact set with a nonempty interior are proposed. These variants include the well-known generalized and classical level methods. For the new variants, an estimate of the convergence rate is found, including the variants in which the auxiliary problems are solved approximately.
Keywords:convex function  minimization of nondifferentiable function  level method
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号