Theory and software implementations of Shor's \(r\)-algorithms

DOI10.1007/s10559-017-9971-1zbMath1382.65181OpenAlexW2756958081MaRDI QIDQ681720

Juan-Miguel Gracia

Publication date: 13 February 2018

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-017-9971-1

zbMATH Keywords

subgradient methodconjugate gradient methodsteepest descent\(r\)-algorithmsoftware implementationadaptive stepconvex piecewise smooth functionsdifference of subgradientsspace dilation

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20)

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Uses Software

• SolvOpt
• ralgb4
• ralgb5

Cites Work

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• On N. Z. Shor's three scientific ideas
• Modified \(r\)-algorithm to find the global minimum of polynomial functions
• Nondifferentiable optimization and polynomial problems
• Monotone modifications of \(r\)-algorithms and their applications
• An implementation of Shor's \(r\)-algorithm
• Lagrangian bounds in multiextremal polynomial and discrete optimization problems
• Convergence of \(r\)-algorithms
• Algorithms of nondifferentiable optimization: development and application

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