This article is cited in 1 paper

Method of orthogonal simplexes and its applications to convex programming

V. P. Bulatov

Melentev Institute of Power Engineering Systems, Siberian Branch, Russian Academy of Sciences, ul. Lermontova 130, Irkutsk, 664033, Russia

Abstract: Numerical methods for solving a convex programming problem are considered whose guaranteed convergence rate depends only on the space dimension. On average, the ratio of the corresponding geometric progression is better than that in the basis model of ellipsoids or simplexes. Results of numerical experiments are presented.

Key words: convex programming problem, convex sets, embedding methods, centered cuts, orthogonal simplexes.

UDC: 519.853.3

Received: 11.04.2007
Revised: 05.06.2007

 English version: Computational Mathematics and Mathematical Physics, 2008, 48:4, 577–589

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