ITERATIVE REGULARIZATION OF ONE THIRD-ORDER MINIMIZATION METHODстатья
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Дата последнего поиска статьи во внешних источниках: 28 мая 2015 г.
Аннотация:For the convex programming problem, an iterative regularization of one minimization method is proposed that is almost equivalent to Newton’s method in terms of complexity but does not require calculation of the second derivatives and has a cubic rate of convergence for strongly convex functions. Equality- and inequality-type constraints are taken into account by using penalty functions. Conditions are formulated such that the method converges for any choice of the initial approximation.