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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2018, Volume 58, Number 2, Pages 228–236
DOI: https://doi.org/10.7868/S0044466918020084 (Mi zvmmf10676) 		 
This article is cited in 1 scientific paper (total in 1 paper)

Computational efficiency of the simplex embedding method in convex nondifferentiable optimization

A. V. Kolosnitsyn

Melentiev Energy Systems Institute, Siberian Branch of the Russian Academy of Sciences, Irkutsk, Russia
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DOI: https://doi.org/10.7868/S0044466918020084
Abstract: The simplex embedding method for solving convex nondifferentiable optimization problems is considered. A description of modifications of this method based on a shift of the cutting plane intended for cutting off the maximum number of simplex vertices is given. These modification speed up the problem solution. A numerical comparison of the efficiency of the proposed modifications based on the numerical solution of benchmark convex nondifferentiable optimization problems is presented.
Key words: centered cutting method, modified simplex embedding method, convex nondifferentiable optimization.
Funding agency Grant number
Russian Foundation for Basic Research 15-07-08986_а
Received: 12.07.2017
English version:
Computational Mathematics and Mathematical Physics, 2018, Volume 58, Issue 2, Pages 215–222
DOI: https://doi.org/10.1134/S0965542518020070
Bibliographic databases:
Document Type: Article
UDC: 519.658
Language: Russian
Citation: A. V. Kolosnitsyn, “Computational efficiency of the simplex embedding method in convex nondifferentiable optimization”, Zh. Vychisl. Mat. Mat. Fiz., 58:2 (2018), 228–236; Comput. Math. Math. Phys., 58:2 (2018), 215–222
Citation in format AMSBIB
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    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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