{"title":"确定性噪声对拟凸可行性问题拟次梯度方法的影响","authors":"H. Yaohua, Yuping Liu, Li Minghua","doi":"10.23952/jano.2.2020.2.08","DOIUrl":null,"url":null,"abstract":". The quasi-convex feasibility problem (QFP), in which the involved functions are quasi-convex, is at the core of the modeling of many problems in various areas such as economics, finance and management science. In this paper, we consider an inexact incremental quasi-subgradient method to solve the QFP, in which an incremental control of component functions in the QFP is employed and the inex-actness stems from computation error and noise arising from practical considerations and physical cir-cumstances. Under the assumptions that the computation error and noise are deterministic and bounded and a H¨older condition on component functions in the QFP, we study the convergence property of the proposed inexact incremental quasi-subgradient method, and particularly, investigate the effect of the inexact terms on the incremental quasi-subgradient method when using the constant, diminishing and dynamic stepsize rules.","PeriodicalId":205734,"journal":{"name":"Journal of Applied and Numerical Optimization","volume":"258 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"The effect of deterministic noise on a quasi-subgradient method for quasi-convex feasibility problems\",\"authors\":\"H. Yaohua, Yuping Liu, Li Minghua\",\"doi\":\"10.23952/jano.2.2020.2.08\",\"DOIUrl\":null,\"url\":null,\"abstract\":\". The quasi-convex feasibility problem (QFP), in which the involved functions are quasi-convex, is at the core of the modeling of many problems in various areas such as economics, finance and management science. In this paper, we consider an inexact incremental quasi-subgradient method to solve the QFP, in which an incremental control of component functions in the QFP is employed and the inex-actness stems from computation error and noise arising from practical considerations and physical cir-cumstances. Under the assumptions that the computation error and noise are deterministic and bounded and a H¨older condition on component functions in the QFP, we study the convergence property of the proposed inexact incremental quasi-subgradient method, and particularly, investigate the effect of the inexact terms on the incremental quasi-subgradient method when using the constant, diminishing and dynamic stepsize rules.\",\"PeriodicalId\":205734,\"journal\":{\"name\":\"Journal of Applied and Numerical Optimization\",\"volume\":\"258 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1900-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Applied and Numerical Optimization\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.23952/jano.2.2020.2.08\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Applied and Numerical Optimization","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.23952/jano.2.2020.2.08","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
The effect of deterministic noise on a quasi-subgradient method for quasi-convex feasibility problems
. The quasi-convex feasibility problem (QFP), in which the involved functions are quasi-convex, is at the core of the modeling of many problems in various areas such as economics, finance and management science. In this paper, we consider an inexact incremental quasi-subgradient method to solve the QFP, in which an incremental control of component functions in the QFP is employed and the inex-actness stems from computation error and noise arising from practical considerations and physical cir-cumstances. Under the assumptions that the computation error and noise are deterministic and bounded and a H¨older condition on component functions in the QFP, we study the convergence property of the proposed inexact incremental quasi-subgradient method, and particularly, investigate the effect of the inexact terms on the incremental quasi-subgradient method when using the constant, diminishing and dynamic stepsize rules.