Regularized continuous linearization method of the second order for the minimization problems with inexact initial data

F. P. Vasil'ev, Angelia Nedich, M. Yakimovich

Research output: Contribution to journalArticle

1 Citation (Scopus)

Abstract

The minimization problem is considered when a convex closed set from some Hilbert space H is given and the functions are defined and Fresche differentiable over H. The problem is unstable to disturbances of initial data and the regularization methods should be applied to solving the problem. A regularization method based on the continuous variant of a linearization method of the second order is proposed and studied. It is assumed that instead of exact values of the functions and their gradients, the approximate values are known.

Original languageEnglish (US)
Pages (from-to)5-12
Number of pages8
JournalVestnik Moskovskogo Universiteta. Ser. 15 Vychislitel'naya Matematika i Kibernetika
Issue number2
StatePublished - Apr 1996
Externally publishedYes

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Linearization Method
Regularization Method
Linearization
Minimization Problem
Hilbert spaces
Closed set
Convex Sets
Differentiable
Disturbance
Hilbert space
Unstable
Gradient

ASJC Scopus subject areas

  • Hardware and Architecture
  • Software
  • Applied Mathematics

Cite this

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