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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2007 Volume 47, Number 12, Pages 2037–2054 (Mi zvmmf210)

This article is cited in 1 paper

New variants of the generalized level method for minimization of convex nondifferentiable functions taking infinite values

N. A. Sokolov

Central Economics and Mathematics Institute, Nakhimovskii pr. 47, Moscow, 117418, Russia

Abstract: New variants of the generalized level method for minimization of convex Lipschitz functions on a compact set with a nonempty interior are proposed. These variants include the well-known generalized and classical level methods. For the new variants, an estimate of the convergence rate is found, including the variants in which the auxiliary problems are solved approximately.

Key words: convex function, minimization of nondifferentiable function, level method.

UDC: 519.658

Received: 03.05.2007


 English version:
Computational Mathematics and Mathematical Physics, 2007, 47:12, 1952–1969

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