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JOURNALS // Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki // Archive

Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki, 2014 Volume 156, Book 4, Pages 14–24 (Mi uzku1276)

This article is cited in 2 papers

A cutting method and construction of mixed minimization algorithms on its basis

I. Ya. Zabotin, O. N. Shulgina, R. S. Yarullin

Institute of Computer Mathematics and Information Technologies, Kazan (Volga Region) Federal University, Kazan, Russia

Abstract: We propose a cutting method for conditional minimization of convex functions. We show that it is possible to construct mixed minimization algorithms without losing their convergence on the basis of this method with the assistance of other convex programming methods. The qualitative evaluation of an approximation set, involved in this method, allows us to periodically update the approximation sets in the proposed method and mixed algorithms with the purpose of simplifying the problems of construction of iteration points.

Keywords: approximation set, cutting plane, sequence of approximation, convergence, conditional minimization, mixed algorithms.

UDC: 519.853

Received: 28.09.2014



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