Non-euclidean restricted memory level method for large-scale convex optimization
نویسندگان
چکیده
منابع مشابه
Non-euclidean restricted memory level method for large-scale convex optimization
We propose a new subgradient-type method for minimizing extremely large-scale nonsmooth convex functions over “simple” domains. The characteristic features of the method are (a) the possibility to adjust the scheme to the geometry of the feasible set, thus allowing to get (nearly) dimension-independent (and nearly optimal in the large-scale case) rate-of-convergence results for minimization of ...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2004
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-004-0553-4