Abstract:
In the work
regularized method for solving
minimization problems with
inaccurate initial date on the convex closed set of separable
Gilbert variable metric space, based on the new version of
projection generalised two-step two-stage Quasinewton method
in conjunction with the Tikhonov function method is proposed.
For continuously differentiable convex functions with a Lipschitz
gradients the convergence of the method and estimates of the rate
of convergence of the method on the supplementary requirement of
strongly convexity functions are proved. Stop rule is constructed
and regularizing operator is described. Distinction of the proposed
method from preceding method of the considering class is superior
accuracy also calculating stability.
Keywords:minimization on the simple
set, regularized projection generalized two-step two-stage,
variable metric method, convergence, rate of convergence.