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 R n
× R n
and# # R n . 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

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

Collections: Computer Technologies and Information Sciences; Mathematics