KFU. Card publication. A method of bi-coordinate variations with tolerances and its convergence

KAZAN
FEDERAL UNIVERSITY

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A METHOD OF BI-COORDINATE VARIATIONS WITH TOLERANCES AND ITS CONVERGENCE

Form of presentation

Articles in international journals and collections

Year of publication

2016

Язык

английский

Authors, employees of KFU

Konnov Igor Vasilevich, author

Bibliographic description in the original language

Konnov I.V., A method of bi-coordinate variations with tolerances and its convergence//Russian Mathematics. - 2016. - Vol.60, Is.1. - P.68-72.

Annotation

We propose a method of bi-coordinate variations for optimal resource allocation problems, which involve simplex type constraints. It consists in making coordinate-wise steps together with special threshold control and tolerances whose values reduce sequentially. The method is simpler essentially than the usual gradient ones, which enables one to apply it to large dimensional optimization problems. We establish its convergence and rate of convergence under rather mild assumptions.

Keywords

Optimization problems, resource allocation, bi-coordinate variations, threshold control, rate of convergence.

The name of the journal

Russian Mathematics

URL

http://www.scopus.com/inward/record.url?eid=2-s2.0-84953206515&partnerID=40&md5=ef13ce3aadbec6af3f77c664f8d3123c

Please use this ID to quote from or refer to the card

https://repository.kpfu.ru/eng/?p_id=126523&p_lang=2

Full metadata record

Field DC	Value	Language
dc.contributor.author	Konnov Igor Vasilevich	ru_RU
dc.date.accessioned	2016-01-01T00:00:00Z	ru_RU
dc.date.available	2016-01-01T00:00:00Z	ru_RU
dc.date.issued	2016	ru_RU
dc.identifier.citation	Konnov I.V., A method of bi-coordinate variations with tolerances and its convergence//Russian Mathematics. - 2016. - Vol.60, Is.1. - P.68-72.	ru_RU
dc.identifier.uri	https://repository.kpfu.ru/eng/?p_id=126523&p_lang=2	ru_RU
dc.description.abstract	Russian Mathematics	ru_RU
dc.description.abstract	We propose a method of bi-coordinate variations for optimal resource allocation problems, which involve simplex type constraints. It consists in making coordinate-wise steps together with special threshold control and tolerances whose values reduce sequentially. The method is simpler essentially than the usual gradient ones, which enables one to apply it to large dimensional optimization problems. We establish its convergence and rate of convergence under rather mild assumptions.	ru_RU
dc.language.iso	ru	ru_RU
dc.subject	Optimization problems	ru_RU
dc.subject	resource allocation	ru_RU
dc.subject	bi-coordinate variations	ru_RU
dc.subject	threshold control	ru_RU
dc.subject	rate of convergence.	ru_RU
dc.title	A method of bi-coordinate variations with tolerances and its convergence	ru_RU
dc.type	Articles in international journals and collections	ru_RU