04 августа 2020
Новая научная публикация

Опубликована научная статья "Adaptive Descent Splitting Method for Decomposable Optimization Problems"  (авторы И.В.Коннов, О.В.Пинягина) в сборнике Mathematical Optimization Theory and Operations Research,  Lecture Notes in Computer Science  (LNCS, volume 12095).

Ссылка на Springer.

Сcылка на Scopus.

Аннотация: We suggest a modified descent splitting method for optimization problems having a special decomposable structure. The proposed modification maintains the basic convergence properties but enables one to reduce computational efforts per iteration and to provide computations in a distributed manner. On the one hand, it consists in component-wise choice of descent directions together with a special threshold control. On the other hand, it involves a simple adaptive step-size choice, which takes into account the problem behavior along the iteration sequence. Preliminary computational tests confirm the efficiency of the proposed modification.

Источник информации: Пинягина О.В., кафедра анализа данных и исследования операций