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Volumn 28, Issue 4, 2008, Pages 711-720

The speed of Shor's R-algorithm

Author keywords

Linear convergence; Nonsmooth optimization; Shor's r algorithm; Space dilation; Unconstrained optimization

Indexed keywords

OPTIMIZATION;

EID: 55849126369     PISSN: 02724979     EISSN: 14643642     Source Type: Journal    
DOI: 10.1093/imanum/drn008     Document Type: Article
Times cited : (12)

References (8)
  • 1
    • 0033901286 scopus 로고    scopus 로고
    • An implementation of Shor's r-algorithm
    • KAPPEL, F. & KUNTSEVICH, A. (2000) An implementation of Shor's r-algorithm. Comput. Optim. Appl., 15, 193-205.
    • (2000) Comput. Optim. Appl , vol.15 , pp. 193-205
    • KAPPEL, F.1    KUNTSEVICH, A.2
  • 4
    • 0002043221 scopus 로고
    • On the convergence of the variable metric algorithm
    • POWELL, M. J. D. (1971) On the convergence of the variable metric algorithm. J. Inst. Math. Appl., 7, 21-36.
    • (1971) J. Inst. Math. Appl , vol.7 , pp. 21-36
    • POWELL, M.J.D.1
  • 5
    • 0003330565 scopus 로고
    • Some properties of the variable metric algorithm
    • F. A. Lootsma ed, London: Academic Press, pp
    • POWELL, M. J. D. (1972) Some properties of the variable metric algorithm. Numerical Methods for Nonlinear Optimization (F. A. Lootsma ed.). London: Academic Press, pp. 1-17.
    • (1972) Numerical Methods for Nonlinear Optimization , pp. 1-17
    • POWELL, M.J.D.1
  • 6
    • 55849118351 scopus 로고    scopus 로고
    • POWELL, M. J. D. (1976) Some global convergence properties of a variable metric algorithm for minimization without exact line searches. Nonlinear Programming. SIAM-AMS Proceedings, IX. Providence, RI: American Mathematical Society, pp. 53-72.
    • POWELL, M. J. D. (1976) Some global convergence properties of a variable metric algorithm for minimization without exact line searches. Nonlinear Programming. SIAM-AMS Proceedings, vol. IX. Providence, RI: American Mathematical Society, pp. 53-72.
  • 8
    • 0022809840 scopus 로고
    • The symmetric rank-one quasi-Newton algorithm is a space-dilation subgradient algorithm
    • TODD, M. J. (1986) The symmetric rank-one quasi-Newton algorithm is a space-dilation subgradient algorithm. Oper. Res. Lett., 5, 217-219.
    • (1986) Oper. Res. Lett , vol.5 , pp. 217-219
    • TODD, M.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.