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