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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2008, Volume 48, Number 4, Pages 610–622 (Mi zvmmf152)  
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
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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
English version:
Computational Mathematics and Mathematical Physics, 2008, Volume 48, Issue 4, Pages 577–589
DOI: https://doi.org/10.1134/S0965542508040064
Bibliographic databases:
Document Type: Article
UDC: 519.853.3
Language: Russian
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
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
    Related articles in Google Scholar: Russian articles, English articles
    		Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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    References:57
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