RUS  ENG
Full version
JOURNALS // Diskretnyi Analiz i Issledovanie Operatsii // Archive

Diskretn. Anal. Issled. Oper., 2008 Volume 15, Issue 3, Pages 3–10 (Mi da529)

This article is cited in 1 paper

Efficient methods for solving convex programming problems that apply embedding of admissible set in simplexes

V. P. Bulatova, T. I. Belykhb, È. N. Yas'kovaa

a L. A. Melentiev Energy Systems Institute, Siberian Branch of the Russian Academy of Sciences
b Baikal National University of Economics and Law

Abstract: A variant of the embedding method is proposed. In previous proposed variants the support cones played the role of embedding sets. Here the cones are replaced with support simplexes which enables one to obtain a polynomial guaranteed convergence rate and its best mean estimate. Tabl. 1, illustr. 2, bibl. 5.

Keywords: convex cone, support cone, Chebyshev point, support simplex.

UDC: 519.86

Received: 17.10.2007
Revised: 25.03.2008



Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024