A cutting-plane method with internal iteration points for the general convex programming problem

Autor:	I. Ya. Zabotin, K. E. Kazaeva, O. N. Shulgina
Jazyk:	English<br />Russian
Rok vydání:	2024
Předmět:	convex programming conditional minimization optimal value set approximation function epigraph iteration point sequence of approximations cutting hyperplane convergence Mathematics QA1-939
Zdroj:	Учёные записки Казанского университета. Серия Физико-математические науки, Vol 165, Iss 3, Pp 208-218 (2024)
Druh dokumentu:	article
ISSN:	2541-7746 2500-2198
DOI:	10.26907/2541-7746.2023.3.208-218
Popis:	A cutting method for solving the problem of convex programming was proposed. The method calculates iteration points based on approximation by polyhedral sets of the constraint region and the epigraph of the objective function. Its distinguishing feature is that the main sequence of approximations is constructed within the admissible region. At each step, it is also possible to assess how close the current value of the function is to the optimal value. The convergence of the method was proved. A few of its implementations were outlined.
Databáze:	Directory of Open Access Journals
Externí odkaz:	https://doaj.org/article/e9d561796fd04a58a60535d0880085b7 Zobrazit plný text záznamu View record in DOAJ