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scientific article; zbMATH DE number 151654
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scientific article; zbMATH DE number 151654 |
Statements
22 April 1993
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Toward Newton method
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nondifferentiable optimization
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0.8553688526153564
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0.8301286697387695
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0.8261752724647522
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An algorithm is given for solving the problem \(\min_{x\in E}f(x)\), where \(E\) is a finite dimensional Euclidean space and \(f(x)\) is a convex but possibly nondifferentiable function, which is an analogue of Newton's method. The superlinear rate of convergence is proved. The implementation of the algorithm is described. The paper is based on the author's earlier results [Kibernetika, 1986, No. 1, 120-122 (1986; Zbl 0612.90092)].
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