КФУ. Карточка публикации. Splitting method with adaptive step-size

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SPLITTING METHOD WITH ADAPTIVE STEP-SIZE

Форма представления

Статьи в зарубежных журналах и сборниках

Год публикации

2019

Язык

английский

Авторы, сотрудники КФУ

Коннов Игорь Васильевич, автор

Пинягина Ольга Владиславовна, автор

Библиографическое описание на языке оригинала

Konnov I, Pinyagina O., Splitting method with adaptive step-size//Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics). - 2019. - Vol.11548 LNCS, Is.. - P.46-58.

Аннотация

We suggest the modified splitting method for mixed variational inequalities and prove its convergence under rather mild assumptions. This method maintains the basic convergence properties but does not require any iterative step-size search procedure. It involves a simple adaptive step-size choice, which takes into account the problem behavior along the iterative sequence. The key element of this approach is a given majorant step-size sequence converging to zero. The next decreased value of step-size is taken only when the current iterate does not give a sufficient descent of the objective function. This descent value is estimated with the help of an Armijo-type condition, similar to the rule used in the inexact step-size linesearch. If the current iterate gives a sufficient descent, we can even take an increasing step-size value at the next iterate. Preliminary results of computational experiments confirm the efficiency of the proposed modification in comparison with the ordinary splitting method using the inexact step-size linesearch procedure.

Ключевые слова

Splitting method, Forward-backward method, Adaptive step-size choice, Mixed variational inequality, Nonsmooth optimization problem

Название журнала

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

URL

https://www.scopus.com/inward/record.uri?eid=2-s2.0-85067660860&doi=10.1007%2f978-3-030-22629-9_4&partnerID=40&md5=2fb7c6f6e4e993cb01eebd54fd3330f2

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https://repository.kpfu.ru/?p_id=205938

Полная запись метаданных

Поле DC	Значение	Язык
dc.contributor.author	Коннов Игорь Васильевич	ru_RU
dc.contributor.author	Пинягина Ольга Владиславовна	ru_RU
dc.date.accessioned	2019-01-01T00:00:00Z	ru_RU
dc.date.available	2019-01-01T00:00:00Z	ru_RU
dc.date.issued	2019	ru_RU
dc.identifier.citation	Konnov I, Pinyagina O., Splitting method with adaptive step-size//Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics). - 2019. - Vol.11548 LNCS, Is.. - P.46-58.	ru_RU
dc.identifier.uri	https://repository.kpfu.ru/?p_id=205938	ru_RU
dc.description.abstract	Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)	ru_RU
dc.description.abstract	We suggest the modified splitting method for mixed variational inequalities and prove its convergence under rather mild assumptions. This method maintains the basic convergence properties but does not require any iterative step-size search procedure. It involves a simple adaptive step-size choice, which takes into account the problem behavior along the iterative sequence. The key element of this approach is a given majorant step-size sequence converging to zero. The next decreased value of step-size is taken only when the current iterate does not give a sufficient descent of the objective function. This descent value is estimated with the help of an Armijo-type condition, similar to the rule used in the inexact step-size linesearch. If the current iterate gives a sufficient descent, we can even take an increasing step-size value at the next iterate. Preliminary results of computational experiments confirm the efficiency of the proposed modification in comparison with the ordinary splitting method using the inexact step-size linesearch procedure.	ru_RU
dc.language.iso	ru	ru_RU
dc.subject	Splitting method	ru_RU
dc.subject	Forward-backward method	ru_RU
dc.subject	Adaptive step-size choice	ru_RU
dc.subject	Mixed variational inequality	ru_RU
dc.subject	Nonsmooth optimization problem	ru_RU
dc.title	Splitting method with adaptive step-size	ru_RU
dc.type	Статьи в зарубежных журналах и сборниках	ru_RU