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Avtomatika i Telemekhanika, 2015, Issue 11, Pages 76–88
(Mi at14305)
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This article is cited in 14 scientific papers (total in 14 papers)
System Analysis and Operations Research
Cutting-plane method based on epigraph approximation with discarding the cutting planes
I. Ya. Zabotin, R. S. Yarullin Kazan (Volga Region) Federal University, Kazan, Russia
Abstract:
Propose a method for solving a mathematical programming problem from the class of cutting methods. In our method, on each step the epigraph of the objective function is embedded into a specifically constructed polyhedral set, and on this set an auxiliary linear function is minimized in order to construct the iteration point. Proposed method does not require that each approximation set is embedded in the previous ones. This feature lets us periodically discard additional constraints that form the approximation sets obtained during the solution process. Prove the method's convergence and discuss possible implementations.
Citation:
I. Ya. Zabotin, R. S. Yarullin, “Cutting-plane method based on epigraph approximation with discarding the cutting planes”, Avtomat. i Telemekh., 2015, no. 11, 76–88; Autom. Remote Control, 76:11 (2015), 1966–1975
Linking options:
https://www.mathnet.ru/eng/at14305 https://www.mathnet.ru/eng/at/y2015/i11/p76
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Statistics & downloads: |
Abstract page: | 220 | Full-text PDF : | 46 | References: | 39 | First page: | 28 |
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