The Elicited Progressive Decoupling Algorithm: A Note on the Rate of Convergence and a Preliminary Numerical Experiment on the Choice of Parameters
The paper studies the progressive decoupling algorithm (PDA) of Rockafellar and focuses on the elicited version of the algorithm. Based on a generalized Yosida-regularization of Spingarn’s partial inverse of an elicitable operator, it is shown that the elicited progressive decoupling algorithm (EPDA...
| Main Authors: | , |
|---|---|
| Format: | Journal Article |
| Language: | English |
| Published: |
SPRINGER
2021
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| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.11937/91426 |
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