| Форма представления | Статьи в зарубежных журналах и сборниках |
| Год публикации | 2021 |
| Язык | английский |
|
Габидуллина Зульфия Равилевна, автор
|
| Библиографическое описание на языке оригинала |
Z.R. Gabidullina A Fully Adaptive Steepest Descent Method, arXiv:2108.05027 (Mathematics: Optimization and Control) https://arxiv.org/abs/2108.05027 (WOS, Scopus preprint) |
| Аннотация |
arxiv.org |
| Ключевые слова |
pseudoconvex function, steepest descent, normaliza-
tion of descent direction, adaptive step-size, rate of convergence |
| Название журнала |
arxiv.org
|
| URL |
https://arxiv.org/pdf/2108.05027.pdf |
| Пожалуйста, используйте этот идентификатор, чтобы цитировать или ссылаться на эту карточку |
https://repository.kpfu.ru/?p_id=279775 |
Полная запись метаданных  |
| Поле DC |
Значение |
Язык |
| dc.contributor.author |
Габидуллина Зульфия Равилевна |
ru_RU |
| dc.date.accessioned |
2021-01-01T00:00:00Z |
ru_RU |
| dc.date.available |
2021-01-01T00:00:00Z |
ru_RU |
| dc.date.issued |
2021 |
ru_RU |
| dc.identifier.citation |
Z.R. Gabidullina A Fully Adaptive Steepest Descent Method, arXiv:2108.05027 (Mathematics: Optimization and Control) https://arxiv.org/abs/2108.05027 (WOS, Scopus preprint) |
ru_RU |
| dc.identifier.uri |
https://repository.kpfu.ru/?p_id=279775 |
ru_RU |
| dc.description.abstract |
arxiv.org |
ru_RU |
| dc.description.abstract |
For solving pseudo-convex global optimization problems, we present a novel fully adaptive steepest descent method (or ASDM) without any hard-to-estimate parameters. For the step-size regulation in an ε-normalized direction, we use the deterministic rules, which were proposed in J. Optim. Theory Appl. (2019,\, DOI: https://doi.org/10.1007/S10957-019-01585-W).
We obtained the optimistic convergence estimates for the generated by ASDM sequence of iteration points. Namely, the sequence of function values of iterates has the advantage of the strict monotonic behaviour and globally converges to the objective function optimum with the sublinear rate. This rate of convergence is now known to be the best for the steepest descent method in the non-convex objectives context. Preliminary computational tests confirm the efficiency of the proposed method and low computational costs for its realization. |
ru_RU |
| dc.language.iso |
ru |
ru_RU |
| dc.subject |
pseudoconvex function |
ru_RU |
| dc.subject |
steepest descent |
ru_RU |
| dc.subject |
normaliza-
tion of descent direction |
ru_RU |
| dc.subject |
adaptive step-size |
ru_RU |
| dc.subject |
rate of convergence |
ru_RU |
| dc.title |
A Fully Adaptive Steepest Descent Method |
ru_RU |
| dc.type |
Статьи в зарубежных журналах и сборниках |
ru_RU |
|
EN 
中文 
ES 
Карта сайта
