Mathematical Programming

, Volume 59, Issue 1–3, pp 71–85 | Cite as

Restricted simplicial decomposition for convex constrained problems

  • Jose A. Ventura
  • Donald W. Hearn


The strategy of Restricted Simplicial Decomposition is extended to convex programs with convex constraints. The resulting algorithm can also be viewed as an extension of the (scaled) Topkis—Veinott method of feasible directions in which the master problem involves optimization over a simplex rather than the usual line search. Global convergence of the method is proven and conditions are given under which the master problem will be solved a finite number of times. Computational testing with dense quadratic problems confirms that the method dramatically improves the Topkis—Veinott algorithm and that it is competitive with the generalized reduced gradient method.


Mathematical Method Finite Number Gradient Method Line Search Global Convergence 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© The Mathematical Programming Society, Inc. 1993

Authors and Affiliations

  • Jose A. Ventura
    • 1
  • Donald W. Hearn
    • 2
  1. 1.Department of Industrial and Management Systems EngineeringThe Pennsylvania State UniversityUniversity ParkUSA
  2. 2.Department of Industrial and Systems EngineeringUniversity of FloridaGainesvilleUSA

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