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)  to Cn 2 ln(n + 1). Â©1996 Plenum Publishing Corporation.
|Titolo:||Algorithms for approximate calculation of the minimum of a convex function from its values|
|Data di pubblicazione:||1996|
|Appare nelle tipologie:||1.1 Articolo in rivista|