Steepest Descent with Curvature Dynamical System
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Management Science and Operations Research,Control and Optimization
Link
http://link.springer.com/content/pdf/10.1023/B:JOTA.0000015684.50827.49.pdf
Reference18 articles.
1. Alvarez, F., and Perez, J. M., A Dynamical System Associated with Newton's Method for Parametric Approximations of Convex Minimization Problems, Applied Mathematics and Optimization, Vol. 38, pp. 193-217, 1998.
2. Attouch, H., and Cominetti, R., A Dynamical Approach to Convex Minimization Coupling Approximation with the Steepest Descent Method, Journal of Differential Equations, Vol. 128, pp. 519-540, 1996.
3. Cominetti, R., and Courdurier, M., Coupling General Penalty Schemes for Convex Programming with the Steepest Descent and the Proximal Point Algorithm, SIAM Journal on Optimization, Vol. 13, pp. 745-765, 2002.
4. Springer Series in Computational Mathematics;E. Hairer,1996
5. Miranker, W. L., Numerical Methods for Stiff Equations and Singular Perturbation Problems, Reidel, New York, NY, 1980.
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