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A gradient search interpretation of the super-exponential algorithm

✍ Scribed by Mboup, M.; Regalia, P.A.

Book ID
114541774
Publisher
IEEE
Year
2000
Tongue
English
Weight
123 KB
Volume
46
Category
Article
ISSN
0018-9448

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The global optimization problem is considered under the assumption that the objective function is convex with respect to some variables. A finite subgradient algorithm for the search of an &-optimal solution is proposed. Results of numerical experiments are presented.