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JOURNALS // Uspekhi Matematicheskikh Nauk // Archive

Uspekhi Mat. Nauk, 1970 Volume 25, Issue 1(151), Pages 57–112 (Mi rm5294)

This article is cited in 13 papers

The general theory of relaxation processes for convex functionals

Yu. I. Lyubich, G. D. Maistrovskii


Abstract: This article sets out a theory of the convergence of minimization processes convex functionals that reduce the value of the functional at each step. A geometrical language, independent of the algorithmic structure, is used to describe the processes: the language of relaxation angles and factors. Convergence conditions are derived and the rate of convergence and stability of the process are studied in this terminology. Translation from the language of concrete algorithms to the geometrical terminology is not difficult, and thanks to this the theory has a wide area of applications: gradient and operator-gradient processes, processes of Newtonian type, coordinate relaxation, Jacobi processes and relaxation for the Rayleigh functional.

UDC: 517.948+519.9

MSC: 52A41, 41A25

Received: 29.06.1969


 English version:
Russian Mathematical Surveys, 1970, 25:1, 57–117

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