The paper deals with a numerical minimization problem for a convex function defined on a convex n-dimensional domain and continuous (but not necessarily smooth). The values of the function can be calculated at any given point. It is required to find the minimum with desired accuracy. A new algorithm for solving this problem is presented, whose computational complexity as n â â is considerably less than that of similar algorithms known to the author. In fact, the complexity is improved from Cn 7 ln 2(n + 1) [4] to Cn 2 ln(n + 1). ©1996 Plenum Publishing Corporation.
Algorithms for approximate calculation of the minimum of a convex function from its values
Protasov, Vladimir
1996-01-01
Abstract
The paper deals with a numerical minimization problem for a convex function defined on a convex n-dimensional domain and continuous (but not necessarily smooth). The values of the function can be calculated at any given point. It is required to find the minimum with desired accuracy. A new algorithm for solving this problem is presented, whose computational complexity as n â â is considerably less than that of similar algorithms known to the author. In fact, the complexity is improved from Cn 7 ln 2(n + 1) [4] to Cn 2 ln(n + 1). ©1996 Plenum Publishing Corporation.Pubblicazioni consigliate
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.