Algorithms for approximate calculation of the minimum of a convex function from its valuesстатья
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Дата последнего поиска статьи во внешних источниках: 18 июля 2013 г.
Аннотация:The paper deals with a numerical minimization problem for a convex function defined on a convexn-dimensional domain and continuous (but not necessarily smooth). The values of the function can be calculated at any given point. It is required to find the minimum with desired accuracy. A new algorithm for solving this problem is presented, whose computational complexity as n → ∞ is considerably less than that of similar algorithms known to the author. In fact, the complexity is improved from Cn^7 ln^2(n+1) to C n^2 ln (n+1).