Abstract:
This article sets out a theory of the convergence of minimization processes convex functionals that reduce the value of the functional at each step. A geometrical language, independent of the algorithmic structure, is used to describe the processes: the language of relaxation angles and factors. Convergence conditions are derived and the rate of convergence and stability of the process are studied in this terminology. Translation from the language of concrete algorithms to the geometrical terminology is not difficult, and thanks to this the theory has a wide area of applications: gradient and operator-gradient processes, processes of Newtonian type, coordinate relaxation, Jacobi processes and relaxation for the Rayleigh functional.
Citation:
Yu. I. Lyubich, G. D. Maistrovskii, “The general theory of relaxation processes for convex functionals”, Russian Math. Surveys, 25:1 (1970), 57–117
Dominique Azé, Jean-Noël Corvellec, “Nonlinear Error Bounds via a Change of Function”, J Optim Theory Appl, 172:1 (2017), 9
Simeon Reich, Alexander J. Zaslavski, Developments in Mathematics, 34, Genericity in Nonlinear Analysis, 2014, 181
Simeon Reich, Alexander J. Zaslavski, Nonlinear Analysis and Applications: To V. Lakshmikantham on his 80th Birthday, 2003, 851
I. Ya. Zabotin, “On the stability of algorithms for the unconditional minimization of pseudoconvex functions”, Russian Math. (Iz. VUZ), 44:12 (2000), 31–46
Bunich, AL, “Synthesis of discrete systems: Certain nonstandard problems”, Automation and Remote Control, 61:6 (2000), 994
Eberhard Zeidler, Nonlinear Functional Analysis and its Applications, 1985, 244
V. V. Ivanov, V. A. Lyudvichenko, “A method for sequential absolute minimization in mathematical programming problems”, Cybern Syst Anal, 13:2 (1977), 143
R. A. Polyak, M. E. Primak, “Method of control sequences for the solution of equilibrium problems. I”, Cybern Syst Anal, 13:2 (1977), 241
E. A. Nurminskii, “Convergence conditions for nonlinear programming algorithms”, Cybern Syst Anal, 8:6 (1974), 959
U. Eckhardt, Numerische Methoden bei Optimierungsaufgaben, 1973, 29
Pure and Applied Mathematics, 57, 1973, 273
L. V. Kantorovich, “Methods of optimization and mathematical models in economics”, Russian Math. Surveys, 25:5 (1970), 105–107