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arXiv 2202.07934math.OC
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二元信赖域最速下降法的收敛性

On Convergence of Binary Trust-Region Steepest Descent

Paul Manns, Mirko Hahn, Christian Kirches, Sven Leyffer, Sebastian Sager

AI总结:

本文通过施加类似CIA的紧致性假设,证明了BTR算法的改进收敛性,并揭示其在连续松弛上的弱-*收敛性及正则化效应。

摘要:

二元信赖域最速下降(BTR)和组合积分逼近(CIA)是近期研究的两种方法,用于求解具有分布二元/离散值变量(控制函数)的优化问题。通过施加类似于CIA收敛理论的紧致性假设,我们证明了BTR的改进收敛结果。作为推论,我们得出BTR在连续松弛上也构成一种下降算法,且其迭代序列弱-*收敛于后者的驻点。我们提供了验证这些发现的计算结果。此外,我们观察到BTR的正则化效应,并通过CIA与BTR的混合化方法对其进行了探索。

英文摘要:

Binary trust-region steepest descent (BTR) and combinatorial integral approximation (CIA) are two recently investigated approaches for the solution of optimization problems with distributed binary-/discrete-valued variables (control functions). We show improved convergence results for BTR by imposing a compactness assumption that is similar to the convergence theory of CIA. As a corollary we conclude that BTR also constitutes a descent algorithm on the continuous relaxation and its iterates converge weakly-$^*$ to stationary points of the latter. We provide computational results that validate our findings. In addition, we observe a regularizing effect of BTR, which we explore by means of a hybridization of CIA and BTR.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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