The Speed of Shor's R-algorithm
IMA Journal of Numerical Analysis(2008)
摘要
Shor's r-algorithm is an iterative method for unconstrained optimization, designed for minimizing nonsmooth functions, for which its reported success has been considerable. Although some limited convergence results are known, nothing seems to be known about the algorithm's rate of convergence, even in the smooth case. We study how the method behaves on convex quadratics, proving linear convergence...
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关键词
Shor's r-algorithm,space dilation,linear convergence,unconstrained optimization,nonsmooth optimization
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