Результаты исследований: Публикации в книгах, отчётах, сборниках, трудах конференций › статья в сборнике материалов конференции › научная › Рецензирование
Statistical evaluation of the exact relaxation method. / Miheev, Serge E.
2017 Constructive Nonsmooth Analysis and Related Topics (Dedicated to the Memory of V.F. Demyanov), CNSA 2017 - Proceedings: CNSA 2017 - Proceedings. ред. / L. N. Polyakova. Institute of Electrical and Electronics Engineers Inc., 2017. 7973990 (2017 Constructive Nonsmooth Analysis and Related Topics (Dedicated to the Memory of V.F. Demyanov), CNSA 2017 - Proceedings).Результаты исследований: Публикации в книгах, отчётах, сборниках, трудах конференций › статья в сборнике материалов конференции › научная › Рецензирование
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TY - GEN
T1 - Statistical evaluation of the exact relaxation method
AU - Miheev, Serge E.
PY - 2017/7/10
Y1 - 2017/7/10
N2 - 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.
AB - 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.
KW - итеративные методы, релаксация, итерации
UR - http://www.scopus.com/inward/record.url?scp=85027437725&partnerID=8YFLogxK
U2 - 10.1109/CNSA.2017.7973990
DO - 10.1109/CNSA.2017.7973990
M3 - Conference contribution
AN - SCOPUS:85027437725
T3 - 2017 Constructive Nonsmooth Analysis and Related Topics (Dedicated to the Memory of V.F. Demyanov), CNSA 2017 - Proceedings
BT - 2017 Constructive Nonsmooth Analysis and Related Topics (Dedicated to the Memory of V.F. Demyanov), CNSA 2017 - Proceedings
A2 - Polyakova, L. N.
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 2017 Constructive Nonsmooth Analysis and Related Topics
Y2 - 22 May 2017 through 27 May 2017
ER -
ID: 50427337