Polyak.h File Reference

#include "Stepsize.h"

Go to the source code of this file.

Classes
class	Polyak

Namespaces
namespace	NDO_di_unipi_it

Macros
#define	__Polyak   /* self-identification: #endif at the end of the file */
#define	LOG_STP   0
#define	STPLOG(l, x)
#define	STPLOG2(l, c, x)

Detailed Description

The class Polyak implements the easiest target value stepsize rule, with a constant level and the factor beta. The class conforms to the interface defined by the class Deflection [see Deflection.h]. For more details we refer to:

B.T. Polyak. Minimization of unsmooth functionals. Zh. Vychisl. Mat. Fiz. 9(3):509–521, (1969)

Author

Antonio Frangioni
Department of Informatics
University of Pisa

Enrico Gorgone
Department of Informatics
Free University of Brussels

Copyright

© by Antonio Frangioni, Enrico Gorgone