Funções de Bregman e Métodos das direções alternadas para multiplicadores

In this work we deal with optimal methods for optimizing a differentiable convex function with and without constrains. We presented the methods given by the authors: Nesterov (1983) in [20], Auslender e Teboulle (2006) in [2], Nesterov (2013) in [24], Tseng (2008) in [30] and Rossetto (2012)in [29],...

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Detalles Bibliográficos
Autor: Gonçalez, Rafael Martin
Tipo de recurso: tesis de maestría
Estado:Versión publicada
Fecha de publicación:2015
País:Brasil
Institución:Universidade Federal de Uberlândia (UFU)
Repositorio:Repositório Institucional da UFU
Idioma:portugués
OAI Identifier:oai:repositorio.ufu.br:123456789/16820
Acceso en línea:https://repositorio.ufu.br/handle/123456789/16820
https://doi.org/10.14393/ufu.di.2015.296
Access Level:acceso abierto
Palabra clave:Bregman
Gradiente lipshitz contínuo, Nesterov, Métodos ótimos
Otimização matemática
Gradient lipschitz continuous
Nesterov
Optimal methods
CNPQ::CIENCIAS EXATAS E DA TERRA::MATEMATICA
Descripción
Sumario:In this work we deal with optimal methods for optimizing a differentiable convex function with and without constrains. We presented the methods given by the authors: Nesterov (1983) in [20], Auslender e Teboulle (2006) in [2], Nesterov (2013) in [24], Tseng (2008) in [30] and Rossetto (2012)in [29], also, we demonstrated rigorously results of the paper \"An accelerated linearized alternating direction method of multipliers\"given by Ouyang, Chen, Lan and Pasiliao (2015) in [26].