The method of exact relaxation (ER) makes it possible to accelerate and stabilize the convergence of single-point iterative methods, but in multidimensional cases there exists 'sphere of idling', if hit by a value delivered by the basic algorithm, ER leaves the value unchanged despite computational expenses have already been done. From the other hand, a volume of the sphere is null. Therefore, deterministic estimates of the effectiveness of ER is not satisfactory. Closer to real computational processes there is efficiency estimate by mathematical expectation under this or that hypothesis about probabilistic distribution of the result of the basic algorithm. Received formulas show high efficiency of ER.

Translated title of the contributionСтатистические оценки метода точной релаксации
Original languageEnglish
Title of host publication2017 Constructive Nonsmooth Analysis and Related Topics (Dedicated to the Memory of V.F. Demyanov), CNSA 2017 - Proceedings
Subtitle of host publicationCNSA 2017 - Proceedings
EditorsL. N. Polyakova
PublisherInstitute of Electrical and Electronics Engineers Inc.
ISBN (Electronic)9781509062607
DOIs
StatePublished - 10 Jul 2017
Event2017 Constructive Nonsmooth Analysis and Related Topics: dedicated to the Memory of V.F. Demyanov - Saint-Petersburg, Russian Federation
Duration: 22 May 201727 May 2017
http://www.mathnet.ru/php/conference.phtml?confid=968&option_lang=rus
http://www.pdmi.ras.ru/EIMI/2017/CNSA/

Publication series

Name2017 Constructive Nonsmooth Analysis and Related Topics (Dedicated to the Memory of V.F. Demyanov), CNSA 2017 - Proceedings

Conference

Conference2017 Constructive Nonsmooth Analysis and Related Topics
Abbreviated titleCNSA 2017
Country/TerritoryRussian Federation
CitySaint-Petersburg
Period22/05/1727/05/17
Internet address

    Scopus subject areas

  • Modelling and Simulation
  • Analysis
  • Applied Mathematics
  • Control and Optimization

ID: 50427337