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Variant of the cutting plane method with approximation of the set of constraints and auxiliary functions epigraphs

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dc.date.accessioned 2019-01-22T20:50:47Z
dc.date.available 2019-01-22T20:50:47Z
dc.date.issued 2018
dc.identifier.issn 1865-0929
dc.identifier.uri https://dspace.kpfu.ru/xmlui/handle/net/149065
dc.description.abstract © Springer International Publishing AG, part of Springer Nature 2018. We propose a method of solving a convex programming problem, which is based on the ideas of cutting plane methods and the method of penalty functions. To construct each approximation, the method uses an operation of immersing the epigraph of auxiliary function into a polyhedral set. The auxiliary function is constructed as the sum of the objective function and the external penalty function of the constraint area. In addition, an admissible set of the original problem is immersed in the polyhedron simultaneously. In connection with this, the problem of constructing an iterative point is a linear programming problem, in which constraints are polyhedrons approximating the epigraph of auxiliary function and the admissible set. Both next approximating sets are based on the previous ones by cutting off the iterative point from them by hyperplanes. The convergence of the method is proved. We describe its algorithms. One of them can be the implementation of the method of penalty functions.
dc.relation.ispartofseries Communications in Computer and Information Science
dc.subject Algorithm
dc.subject Approximating set
dc.subject Conditional minimization
dc.subject Convergence
dc.subject Cutting hyperplane
dc.subject Epigraph
dc.subject Iterative point
dc.subject Penalty function
dc.subject Subgradient
dc.title Variant of the cutting plane method with approximation of the set of constraints and auxiliary functions epigraphs
dc.type Conference Paper
dc.relation.ispartofseries-volume 871
dc.collection Публикации сотрудников КФУ
dc.relation.startpage 193
dc.source.id SCOPUS18650929-2018-871-SID85049692606


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  • Публикации сотрудников КФУ Scopus [22633]
    Коллекция содержит публикации сотрудников Казанского федерального (до 2010 года Казанского государственного) университета, проиндексированные в БД Scopus, начиная с 1970г.

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