Computational Efficiency of the Simplex Embedding Method in Convex Nondifferentiable Optimization
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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.
Keywordscentered cutting method modified simplex embedding method convex nondifferentiable optimization
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