Abstract
This paper deals with new variable metric algorithms for nonsmooth optimization problems, so-called “adaptive algorithms”. The essence of these are as follows: there are two simultaneously working gradient algorithms, the first in the main space, the second with respect to the matrices that modify the space variables. The convergence theorems for these algorithms are given for different cases.
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© 1990 Springer-Verlag
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Uryas’ev, S.P. (1990). Adaptive variable metric methods for nondifferentiable optimization problems. In: Bensoussan, A., Lions, J.L. (eds) Analysis and Optimization of Systes. Lecture Notes in Control and Information Sciences, vol 144. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0120066
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DOI: https://doi.org/10.1007/BFb0120066
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