Abstract
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.
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Dedicated to the 100th birthday of Academician N.N. Moiseev
Original Russian Text © A.V. Kolosnitsyn, 2018, published in Zhurnal Vychislitel’noi Matematiki i Matematicheskoi Fiziki, 2018, Vol. 58, No. 2, pp. 228–236.
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Kolosnitsyn, A.V. Computational Efficiency of the Simplex Embedding Method in Convex Nondifferentiable Optimization. Comput. Math. and Math. Phys. 58, 215–222 (2018). https://doi.org/10.1134/S0965542518020070
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DOI: https://doi.org/10.1134/S0965542518020070