This article is cited in 5 papers

Fejer algorithms with an adaptive step

E. A. Nurminski

Institute for Automation and Control Processes, Far East Branch, Russian Academy of Sciences, ul. Radio 5, Vladivostok, 690041 Russia

Abstract: For Fejer processes with attractants, a general adaptive scheme for step multiplier control is proposed and the convergence of this class of algorithms to stationary points is proved. Numerical results demonstrating that the convergence rate is generally linear are presented.

Key words: Fejer processes, convex optimization, variational inequalities, decomposition, stepsize control.

UDC: 519.658

Received: 15.06.2010
Revised: 14.09.2010

 English version: Computational Mathematics and Mathematical Physics, 2011, 51:5, 741–750

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