Researching the Analogue of the Minimum Error Method in Optimization
Natalya S. Samoylenko, Department of Applied Mathematics, Kemerovo State University, Kemerovo, Russia.
Vladimir N. Krutikov, Department of Applied Mathematics, Kemerovo State University, Kemerovo, Russia.
Vladimir V. Meshechkin, Department of Applied Mathematics, Kemerovo State University, Kemerovo, Russia.
The article is devoted to theoretical study of a subgradient step selection method based on the known minimum value of function. It has been shown that this method is an analogue of the minimum error method for solving linear equation systems. The estimate of convergence rate for a sequence of the minimum function values on the current set of method iterations is received.
Subgradient, Convex Function, Linear Algebra, Minimum of Function, Convergence Rate
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