apartialfirstorderaffinescalingmethod

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	apartialfirstorderaffinescalingmethod
	Gu Ran; Yuan Yaxiang
	2019-01-01
发表期刊	actamathematicasinicaenglishseries
ISSN	1439-8516
卷号	35 期号:1 页码:1
摘要	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.
语种	英语
资助项目	[NSFC]
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/40193
专题	中国科学院数学与系统科学研究院
作者单位	中国科学院数学与系统科学研究院
推荐引用方式 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.