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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2018 Volume 58, Number 2, Pages 228–236 (Mi zvmmf10676)

This article is cited in 1 paper

Computational efficiency of the simplex embedding method in convex nondifferentiable optimization

A. V. Kolosnitsyn

Melentiev Energy Systems Institute, Siberian Branch of the Russian Academy of Sciences, Irkutsk, Russia

Abstract: The simplex embedding method for solving convex nondifferentiable optimization problems is considered. A description of modifications of this method based on a shift of the cutting plane intended for cutting off the maximum number of simplex vertices is given. These modification speed up the problem solution. A numerical comparison of the efficiency of the proposed modifications based on the numerical solution of benchmark convex nondifferentiable optimization problems is presented.

Key words: centered cutting method, modified simplex embedding method, convex nondifferentiable optimization.

UDC: 519.658

Received: 12.07.2017

DOI: 10.7868/S0044466918020084


 English version:
Computational Mathematics and Mathematical Physics, 2018, 58:2, 215–222

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