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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2008, Volume 48, Number 4, Pages 610–622
(Mi zvmmf152)
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This article is cited in 1 scientific paper (total in 1 paper)
Method of orthogonal simplexes and its applications to convex programming
V. P. Bulatov Melentev Institute of Power Engineering Systems, Siberian Branch, Russian Academy of Sciences, ul. Lermontova 130, Irkutsk, 664033, Russia
Abstract:
Numerical methods for solving a convex programming problem are considered whose guaranteed convergence rate depends only on the space dimension. On average, the ratio of the corresponding geometric progression is better than that in the basis model of ellipsoids or simplexes. Results of numerical experiments are presented.
Key words:
convex programming problem, convex sets, embedding methods, centered cuts, orthogonal simplexes.
Received: 11.04.2007 Revised: 05.06.2007
Citation:
V. P. Bulatov, “Method of orthogonal simplexes and its applications to convex programming”, Zh. Vychisl. Mat. Mat. Fiz., 48:4 (2008), 610–622; Comput. Math. Math. Phys., 48:4 (2008), 577–589
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https://www.mathnet.ru/eng/zvmmf152 https://www.mathnet.ru/eng/zvmmf/v48/i4/p610
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Abstract page: | 258 | Full-text PDF : | 161 | References: | 57 | First page: | 2 |
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