AN EXAMPLE OF ONLY LINEAR CONVERGENCE OF TRUST REGION ALGORITHMS FOR NON-SMOOTH OPTIMIZATION

被引：23

作者：

YUAN, Y ^{[1
]}

机构：

[1] UNIV CAMBRIDGE,DEPT APPL MATH & THEORET PHYS,CAMBRIDGE CB3 9EW,ENGLAND

来源：

IMA JOURNAL OF NUMERICAL ANALYSIS | 1984年 / 4卷 / 03期

关键词：

D O I：

10.1093/imanum/4.3.327

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Most superlinear convergence results about trust region algorithms for non-smooth optimization are dependent on the inactivity of trust region restrictions. An example is constructed to show that it is possible that at every iteration the trust region bound is active and the rate of convergence is only linear, though strict complementarity and second order sufficiency conditions are satisfied. © 1984 by Academic Press Inc. (London) Limited.

引用

页码：327 / 335

页数：9

共 50 条

[1] On the Linear Convergence of the Approximate Proximal Splitting Method for Non-smooth Convex Optimization
Kadkhodaie M.
Sanjabi M.
Luo Z.-Q.
Journal of the Operations Research Society of China, 2014, 2 (2) : 123 - 141
[2] THE RATE OF CONVERGENCE OF FINITE-DIFFERENCE STOCHASTIC ALGORITHMS FOR NON-SMOOTH FUNCTION OPTIMIZATION
KANIOVSKY, YM
MURAUSKAS, GG
DOPOVIDI AKADEMII NAUK UKRAINSKOI RSR SERIYA A-FIZIKO-MATEMATICHNI TA TECHNICHNI NAUKI, 1982, (11): : 59 - 61
[3] Convergence Rate Comparison of Proximal Algorithms for Non-Smooth Convex Optimization With an Application to Texture Segmentation
Briceno-Arias, L. M.
Pustelnik, N.
IEEE SIGNAL PROCESSING LETTERS, 2022, 29 : 1337 - 1341
[4] GLOBAL CONVERGENCE OF QUASI-NEWTON-TYPE ALGORITHMS FOR SOME NON-SMOOTH OPTIMIZATION PROBLEMS
SACHS, E
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1983, 40 (02) : 201 - 219
[5] Optimal Algorithms for Non-Smooth Distributed Optimization in Networks
Scaman, Kevin
Bach, Francis
Bubeck, Sebastien
Lee, Yin Tat
Massoulie, Laurent
ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 31 (NIPS 2018), 2018, 31
[6] CONDITIONS FOR CONVERGENCE OF TRUST REGION ALGORITHMS FOR NONSMOOTH OPTIMIZATION
YUAN, Y
MATHEMATICAL PROGRAMMING, 1985, 31 (02) : 220 - 228
[7] NEW APPLICATIONS OF NON-SMOOTH ANALYSIS TO NON-SMOOTH OPTIMIZATION
JOFFE, AD
LECTURE NOTES IN MATHEMATICS, 1983, 979 : 178 - 201
[8] Convergence guarantees for a class of non-convex and non-smooth optimization problems
Khamaru, Koulik
Wainwright, Martin J.
INTERNATIONAL CONFERENCE ON MACHINE LEARNING, VOL 80, 2018, 80
[9] Convergence guarantees for a class of non-convex and non-smooth optimization problems
Khamaru, Koulik
Wainwright, Martin J.
Journal of Machine Learning Research, 2019, 20
[10] Convergence guarantees for a class of non-convex and non-smooth optimization problems
Khamaru, Koulik
Wainwright, Martin J.
JOURNAL OF MACHINE LEARNING RESEARCH, 2019, 20

← 1 2 3 4 5 →