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Dierential Equations, Vol.31, No.11, 1995, pp. 17541763 ON DIFFERENTIAL PREDICTION-TYPE
 

Summary: Dierential Equations, Vol.31, No.11, 1995, pp. 17541763
ON DIFFERENTIAL PREDICTION-TYPE
GRADIENT METHODS FOR COMPUTING
FIXED POINTS OF EXTREMAL MAPPINGS 1
A.S. Antipin UDC 517.977
(Revised version 1 December 2003)
1. STATEMENT OF THE PROBLEM
Consider the problem of computing a xed point of the extremal mapping
v
Argmin{(v
, w) | w }, v

, (1.1)
where the function (v, w) is dened on the product Rn
Rn
and Rn
. We assume that
(v, w) is convex with respect to the variable w for each chosen v , the extremal
(marginal) mapping G(v) argmin{(v, w) | w } is dened for all v , and the set

  

Source: Antipin, Anatoly S. - Dorodnicyn Computing Centre of the Russian Academy of Sciences

 

Collections: Computer Technologies and Information Sciences; Mathematics