Computational Efficiency of the Simplex Embedding Method in Convex Nondifferentiable Optimization
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. © 2018, Pleiades Publishing, Ltd.
Библиографическая ссылка
Kolosnitsyn A.V. Computational Efficiency of the Simplex Embedding Method in Convex Nondifferentiable Optimization // Computational Mathematics and Mathematical Physics. Vol.58. No.2. 2018. P.215-222. DOI: 10.1134/S0965542518020070
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