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Decomposition Descent Method for Limit Optimization Problems

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Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 10556))

Abstract

We consider a general limit optimization problem whose goal function need not be smooth in general and only approximation sequences are known instead of exact values of this function. We suggest to apply a two-level approach where approximate solutions of a sequence of mixed variational inequality problems are inserted in the iterative scheme of a selective decomposition descent method. Its convergence is attained under coercivity type conditions.

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Acknowledgement

The results of this work were obtained within the state assignment of the Ministry of Science and Education of Russia, project No. 1.460.2016/1.4. In this work, the author was also supported by Russian Foundation for Basic Research, project No. 16-01-00109 and by grant No. 297689 from Academy of Finland.

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Correspondence to Igor Konnov .

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Konnov, I. (2017). Decomposition Descent Method for Limit Optimization Problems. In: Battiti, R., Kvasov, D., Sergeyev, Y. (eds) Learning and Intelligent Optimization. LION 2017. Lecture Notes in Computer Science(), vol 10556. Springer, Cham. https://doi.org/10.1007/978-3-319-69404-7_12

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  • DOI: https://doi.org/10.1007/978-3-319-69404-7_12

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-69403-0

  • Online ISBN: 978-3-319-69404-7

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