The Method of Pairwise Variations with Tolerances for Linearly Constrained Optimization Problems

Autor:	Konnov, I. V.
Rok vydání:	2017
Předmět:	Mathematics - Optimization and Control 90C25 90C30 G.1.6
Druh dokumentu:	Working Paper
Popis:	We consider a method of pairwise variations for smooth optimization problems, which involve polyhedral constraints. It consists in making steps with respect to the difference of two selected extreme points of the feasible set together with special threshold control and tolerances whose values reduce sequentially. The method is simpler and more flexible than the well-known conditional gradient method, but keeps its useful sparsity properties and is very suitable for large dimensional optimization problems. We establish its convergence under rather mild assumptions. Efficiency of the method is confirmed by its convergence rates and results of computational experiments. Comment: 20 pages
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1701.02874 Zobrazit plný text záznamu View this record from Arxiv