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作者机构:Kazan Fed Univ Ul Kremlyovskaya 18 Kazan 420008 Russia
出 版 物:《RUSSIAN MATHEMATICS》 (Russ. Math.)
年 卷 期:2018年第62卷第1期
页 面:82-85页
学科分类:07[理学] 0701[理学-数学] 070101[理学-基础数学]
基 金:Ministry of Science and Education of Russia [1.460.2016/1.4] Russian Foundation for Basic Research [16-01-00109a]
主 题:optimization problems conditional gradient method step-size choice
摘 要:We propose a simple rule for the step-size choice in the conditional gradient method, which does not require any line-search procedure. It takes into account the current behavior of the method. Its convergence is established under the same assumptions as those for the previously known methods.