On one family of subgradient algorithms with space transformation

  • Mykola Zhurbenko к. ф.-м. н., с.н.с, Інститут кібернетики ім. В.М. Глушкова НАН України, Проспект академіка Глушкова, 4003187, Київ
  • Oleksii Lykhovyd н.с., Інститут кібернетики ім. В.М. Глушкова НАН України, Проспект академіка Глушкова, 4003187, Київ

Abstract

The article presents a brief description of the results of the development of a family of subgradient algorithms for minimization using dilation operators of space of variables (r(σ)-algorithms). r(σ)-algorithms are modifications of N.Z. Shor's r-algorithm. Unlike r-algorithm, the values of space dilation coefficients in r(σ)-algorithms are programmatically determined during the execution of the algorithm. It is essential that to determine the values of step coefficients in r(σ)-algorithms, there is no need to use the procedure of one-dimensional minimization in the direction – the algorithms can be used with a constant step in the transformed space of variables.

References

Shor N.Z., Zhurbenko N.G. A minimizationmethodusingtheoperationofextensionofthespaceinthedirectionofthedifferenceoftwosuccessivegradients. Cybern Syst Anal 7, 450–459 (1971). https://doi.org/10.1007/BF01070454

Shor N.Z. Minimization methods for non-differentiable functions. Berlin: Springer-Verlag, 1985. 178 p.

Zhurbenko N.G., Chumakov B.M. Programmatic control of r-algorithm dilation coefficients.Teoriaoptymal'nyh rishen'.2012. P. 113–118. (In Russian).

Zhurbenko N.G. Numerical efficiency of one modification of r-algorithm. Teoriaoptymal'nyh rishen'.2017. P. 33–38. (In Russian).

Zhurbenko N.G., Lykhovyd O.P. On the numerical efficiency of a modification of r-algorithm. Komp’uternamatematyka.2019, 1. P. 2–10. (In Russian).

http://dspace.nbuv.gov.ua/handle/123456789/161942

Published
2023-06-13
How to Cite
Zhurbenko, M., & Lykhovyd, O. (2023). On one family of subgradient algorithms with space transformation. PHYSICO-MATHEMATICAL MODELLING AND INFORMATIONAL TECHNOLOGIES, (36), 83-86. Retrieved from http://fmmit.lviv.ua/index.php/fmmit/article/view/281