Viktor Stovba - Subgradient Method with Polyak's Step in Transformed Space of Variables

Описание к видео Viktor Stovba - Subgradient Method with Polyak's Step in Transformed Space of Variables

Presented in the video is a subgradient method with Polyak's step with scalar parameter m, as well as its modification in transformed space of variables. Convergence results and computational experiments results are given. The pros and cons of the method are outlined.

Speaker: Viktor Stovba, PhD, V.M. Glushkov Institute of Cybernetics of the NAS of Ukraine.

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