Computational efficiency of the simplex embedding method in convex nondifferentiable optimization

DOI10.1134/S0965542518020070zbMath1397.90311OpenAlexW2791670896MaRDI QIDQ1644014

A. V. Kolosnitsyn

Publication date: 21 June 2018

Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0965542518020070

zbMATH Keywords

convex nondifferentiable optimizationcentered cutting methodmodified simplex embedding method

Mathematics Subject Classification ID

Convex programming (90C25) Nonconvex programming, global optimization (90C26)

Related Items (1)

Application of extreme sub- and epiarguments, convex and concave envelopes to search for global extrema

Uses Software

• PLCP
• SQPlab

Cites Work

• Using of modified simplex imbeddings method for solving special class of convex non-differentiable optimization problems
• Method of conjugate subgradients with constrained memory
• Newton's method for convex programming and Tschebyscheff approximation
• A modified simplex immersions method with simultaneous introduction of several intersecting planes
• Linear convergence of epsilon-subgradient descent methods for a class of convex functions
• Introduction to Nonsmooth Optimization
• Convergence of conjugate gradient methods with constant stepsizes
• The Cutting-Plane Method for Solving Convex Programs
• A Version of the Bundle Idea for Minimizing a Nonsmooth Function: Conceptual Idea, Convergence Analysis, Numerical Results
• The traveling-salesman problem and minimum spanning trees: Part II
• The Relaxation Method for Linear Inequalities
• The Relaxation Method for Linear Inequalities
• Numerical optimization. Theoretical and practical aspects. Transl. from the French
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Computational efficiency of the simplex embedding method in convex nondifferentiable optimization