| Автор | Fiala, T. |
| Автор | Sonnevend, G. |
| Дата выпуска | 1986 |
| dc.description | In this paper an algorithm is presented for the computation of the minimal value of a convex function f-over the unit cube in R<sup>k</sup> -within prescribed accuracy ε=γε<sub>0γ</sub> when the values of f can be computed within accuracy ∈<sub>0</sub> only. This algorithm is a generalization of the golden section search and allows to choose γ arbitrarily near to one; its requirements for memory (working space) and for the number of arithmetical operations (per one function evaluation) are independent of (k, γf). |
| Формат | application.pdf |
| Издатель | Akademic-Verlag |
| Копирайт | Copyright Taylor and Francis Group, LLC |
| Тема | Nonsmooth |
| Тема | convex |
| Тема | sequential minimization |
| Тема | stability and complexity of algorithms |
| Тема | golden section search |
| Тема | Primary: 65 K 05 |
| Тема | Secondary: 90 C 25 |
| Название | A class of algorithms for computing the minimal value of a convex function f over[0 1] <sup>k</sup> within accuracy ∈, when the evaluations of f are made within accuracy ∈ |
| Тип | research-article |
| DOI | 10.1080/02331938608843142 |
| Electronic ISSN | 1029-4945 |
| Print ISSN | 0233-1934 |
| Журнал | Optimization |
| Том | 17 |
| Первая страница | 367 |
| Последняя страница | 377 |
| Аффилиация | Fiala, T.; Department of Numerical Analysis and Computer Sciences, Eötvös Loránd University Budapest |
| Аффилиация | Sonnevend, G.; Department of Numerical Analysis and Computer Sciences, Eötvös Loránd University Budapest |
| Выпуск | 3 |
| Библиографическая ссылка | Ecker, J.G. and Kupferschmied, M. A Computational Comparison of the Ellipsoid Algorithm with Several Nonlinear Programming Algorithms, New York: Rensseiaer Polytechnic Institute. Report (Jun 1984) of the Mathematical Sciences Department |
| Библиографическая ссылка | Shor, N.Z. 1979. Methods of Mimrnization for Nondifferentiable Functions and their Applications, Moscow: Nauka. in Russian |
| Библиографическая ссылка | Sonnevend, Gy. 1977. On the Optimization of Algorithms for Function Minimization. Z. Vychisl. Mat. i. Mat. Fiz, 17(3): 591–609. USSR Comp. Math, and Math. Phys., (in English) |
| Библиографическая ссылка | Sonnevend, Gy. “Acceleration and Stabilization of the ellipsoid method for the solution of convex programming problems”. In Abstracts of the HAS A Workshop on Non-different iable Optimization Vol. 1984, 158–163. Sopron |
| Библиографическая ссылка | Traub, I.F. and Wozkiakowski, A. 1982. “A General Theory of Optimal Algorithms”. In ACM Monograph Series, Academic Press. |
| Библиографическая ссылка | Vasiljev, F.P. 1979. Methods for the solution of extremal problems, Moscow: Nauka. in Russian |
| Библиографическая ссылка | Yudin, D.B. and Nemirovski, A.S. 1979. Informational Complexity and Effectivity of Optimization Methods Moscow in Russian |
