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Continuous second order minimization method with variable metric projection operator
2019
Zhurnal Srednevolzhskogo Matematicheskogo Obshchestva
The paper examines a new continuous projection second order method of minimization of continuously Frechet differentiable convex functions on the convex closed simple set in separable, normed Hilbert space with variable metric. This method accelerates common continuous projection minimization method by means of quasi-Newton matrices. In the method, apart from variable metric operator, vector of search direction for motion to minimum, constructed in auxiliary extrapolated point, is used. By
doi:10.15507/2079-6900.21.201901.34-47
fatcat:tvxpknrs7bh7vk2s4jsyxvgvey