A Cutting Method with Approximation of a Constraint Region and an Epigraph for Solving Conditional Minimization Problems
- 作者: Shulgina O.1, Yarullin R.1, Zabotin I.1
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隶属关系:
- Kazan (Volga region) Federal University
- 期: 卷 39, 编号 6 (2018)
- 页面: 847-854
- 栏目: Article
- URL: https://journals.rcsi.science/1995-0802/article/view/202545
- DOI: https://doi.org/10.1134/S1995080218060197
- ID: 202545
如何引用文章
详细
We propose a method which belongs to a class of cutting methods for solving a convex programming problem. The developed method differs from traditional algorithms of the mentioned class by the following fact. This method uses approximation of the feasible set and the epigraph of the objective function simultaneously for the solving problem. In the method cutting planes are constructed by subgradients of the objective function and functions which define the constrained set. In this case while initial approximating sets are chosen as polyhedral sets, each iteration point is found by solving a linear programming problem independently of the type of functions which define the solving problem. Moreover, unlike most the cutting methods the proposed method is characterized by possibility of updating approximating sets due to dropping accumulating constraints.
作者简介
O. Shulgina
Kazan (Volga region) Federal University
编辑信件的主要联系方式.
Email: ONShul@mail.ru
俄罗斯联邦, ul. Kremlevskaya 18, Kazan, 420008
R. Yarullin
Kazan (Volga region) Federal University
Email: ONShul@mail.ru
俄罗斯联邦, ul. Kremlevskaya 18, Kazan, 420008
I. Zabotin
Kazan (Volga region) Federal University
Email: ONShul@mail.ru
俄罗斯联邦, ul. Kremlevskaya 18, Kazan, 420008