КФУ. Карточка публикации. A method of bi-coordinate variations with tolerances and its convergence

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A METHOD OF BI-COORDINATE VARIATIONS WITH TOLERANCES AND ITS CONVERGENCE

Форма представления

Статьи в зарубежных журналах и сборниках

Год публикации

2016

Язык

английский

Авторы, сотрудники КФУ

Коннов Игорь Васильевич, автор

Библиографическое описание на языке оригинала

Konnov I.V., A method of bi-coordinate variations with tolerances and its convergence//Russian Mathematics. - 2016. - Vol.60, Is.1. - P.68-72.

Аннотация

We propose a method of bi-coordinate variations for optimal resource allocation problems, which involve simplex type constraints. It consists in making coordinate-wise steps together with special threshold control and tolerances whose values reduce sequentially. The method is simpler essentially than the usual gradient ones, which enables one to apply it to large dimensional optimization problems. We establish its convergence and rate of convergence under rather mild assumptions.

Ключевые слова

Optimization problems, resource allocation, bi-coordinate variations, threshold control, rate of convergence.

Название журнала

Russian Mathematics

URL

http://www.scopus.com/inward/record.url?eid=2-s2.0-84953206515&partnerID=40&md5=ef13ce3aadbec6af3f77c664f8d3123c

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https://repository.kpfu.ru/?p_id=126523

Полная запись метаданных

Поле DC	Значение	Язык
dc.contributor.author	Коннов Игорь Васильевич	ru_RU
dc.date.accessioned	2016-01-01T00:00:00Z	ru_RU
dc.date.available	2016-01-01T00:00:00Z	ru_RU
dc.date.issued	2016	ru_RU
dc.identifier.citation	Konnov I.V., A method of bi-coordinate variations with tolerances and its convergence//Russian Mathematics. - 2016. - Vol.60, Is.1. - P.68-72.	ru_RU
dc.identifier.uri	https://repository.kpfu.ru/?p_id=126523	ru_RU
dc.description.abstract	Russian Mathematics	ru_RU
dc.description.abstract	We propose a method of bi-coordinate variations for optimal resource allocation problems, which involve simplex type constraints. It consists in making coordinate-wise steps together with special threshold control and tolerances whose values reduce sequentially. The method is simpler essentially than the usual gradient ones, which enables one to apply it to large dimensional optimization problems. We establish its convergence and rate of convergence under rather mild assumptions.	ru_RU
dc.language.iso	ru	ru_RU
dc.subject	Optimization problems	ru_RU
dc.subject	resource allocation	ru_RU
dc.subject	bi-coordinate variations	ru_RU
dc.subject	threshold control	ru_RU
dc.subject	rate of convergence.	ru_RU
dc.title	A method of bi-coordinate variations with tolerances and its convergence	ru_RU
dc.type	Статьи в зарубежных журналах и сборниках	ru_RU