Temat: proximal point method - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: Metric regularity under approximations
Autorzy:: Dontchev, A. L.
Veliov, V. M.
Powiązania:: https://bibliotekanauki.pl/articles/970750.pdf
Data publikacji:: 2009
Wydawca:: Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:: metric regularity
inexact iterative methods
Newton method
proximal point method
discrete approximation
optimal control
Opis:: In this paper we show that metric regularity and strong metric regularity of a set-valued mapping imply convergence of inexact iterative methods for solving a generalized equation associated with this mapping. To accomplish this, we first focus on the question how these properties are preserved under changes of the mapping and the reference point. As an application, we consider discrete approximations in optimal control.
Źródło:: Control and Cybernetics; 2009, 38, 4B; 1283-1303
0324-8569
Pojawia się w:: Control and Cybernetics
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: Numerical considerations of a hybrid proximal projection algorithm for solving variational inequalities
Autorzy:: Jager, Christina
Powiązania:: https://bibliotekanauki.pl/articles/729431.pdf
Data publikacji:: 2007
Wydawca:: Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:: variational inequality
proximal point algorithm
bundle method
Opis:: In this paper, some ideas for the numerical realization of the hybrid proximal projection algorithm from Solodov and Svaiter [22] are presented. An example is given which shows that this hybrid algorithm does not generate a Fejér-monotone sequence. Further, a strategy is suggested for the computation of inexact solutions of the auxiliary problems with a certain tolerance. For that purpose, ε-subdifferentials of the auxiliary functions and the bundle trust region method from Schramm and Zowe [20] are used. Finally, some numerical results for non-smooth convex optimization problems are given which compare the hybrid algorithm to the inexact proximal point method from Rockafellar [17].
Źródło:: Discussiones Mathematicae, Differential Inclusions, Control and Optimization; 2007, 27, 1; 51-69
1509-9407
Pojawia się w:: Discussiones Mathematicae, Differential Inclusions, Control and Optimization
Dostawca treści:: Biblioteka Nauki

Artykuł

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