KMS Of Academy of mathematics and systems sciences, CAS
apartialfirstorderaffinescalingmethod | |
Gu Ran; Yuan Yaxiang | |
2019 | |
Source Publication | actamathematicasinicaenglishseries
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ISSN | 1439-8516 |
Volume | 35Issue:1Pages:1 |
Abstract | We present a partial first-order affine-scaling method for solving smooth optimization with linear inequality constraints. At each iteration, the algorithm considers a subset of the constraints to reduce the complexity. We prove the global convergence of the algorithm for general smooth objective functions, and show it converges at sublinear rate when the objective function is quadratic. Numerical experiments indicate that our algorithm is efficient. |
Language | 英语 |
Funding Project | [NSFC] |
Document Type | 期刊论文 |
Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/40193 |
Collection | 中国科学院数学与系统科学研究院 |
Affiliation | 中国科学院数学与系统科学研究院 |
Recommended Citation GB/T 7714 | Gu Ran,Yuan Yaxiang. apartialfirstorderaffinescalingmethod[J]. actamathematicasinicaenglishseries,2019,35(1):1. |
APA | Gu Ran,&Yuan Yaxiang.(2019).apartialfirstorderaffinescalingmethod.actamathematicasinicaenglishseries,35(1),1. |
MLA | Gu Ran,et al."apartialfirstorderaffinescalingmethod".actamathematicasinicaenglishseries 35.1(2019):1. |
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