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A minimization method with approximation of feasible set and epigraph of objective function

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dc.contributor.author Zabotin I.
dc.contributor.author Shul’gina O.
dc.contributor.author Yarullin R.
dc.date.accessioned 2018-09-19T20:54:27Z
dc.date.available 2018-09-19T20:54:27Z
dc.date.issued 2016
dc.identifier.issn 1066-369X
dc.identifier.uri https://dspace.kpfu.ru/xmlui/handle/net/143403
dc.description.abstract © 2016, Allerton Press, Inc.For a convex programming problem we propose a solution method which belongs to the class of cutting-plane methods. When constructing approximate solutions to the problem, this technique concurrently approximates its feasible set and the epigraph of the objective function. Planes for cutting the iteration points are being constructed with the help of subgradients of the objective function and left-hand sides of constraints. In this connection, one can find each iteration point by solving a linear programming problem. As distinct from most other well-known cuttingplane methods, the proposed technique allows the possibility to periodically update approximating sets by dropping accumulated constraints. We substantiate the convergence of the proposed method and discuss its numerical realization.
dc.relation.ispartofseries Russian Mathematics
dc.subject approximating set
dc.subject convergence
dc.subject convex programming
dc.subject cutting plane
dc.subject cutting-plane methods
dc.subject sequence of approximations
dc.title A minimization method with approximation of feasible set and epigraph of objective function
dc.type Article
dc.relation.ispartofseries-issue 11
dc.relation.ispartofseries-volume 60
dc.collection Публикации сотрудников КФУ
dc.relation.startpage 78
dc.source.id SCOPUS1066369X-2016-60-11-SID84992371645

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  • Публикации сотрудников КФУ Scopus [24551]
    Коллекция содержит публикации сотрудников Казанского федерального (до 2010 года Казанского государственного) университета, проиндексированные в БД Scopus, начиная с 1970г.

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