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Synthesis of Cutting and Separating Planes in a Nonsmooth Optimization Method1

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Cybernetics and Systems Analysis Aims and scope

Abstract

A solution algorithm is proposed for problems of nondifferentiable optimization of a family of separating plane methods with additional clippings generated by the solution of an auxiliary problem of the cutting plane method. The convergence of this algorithm is proved, and the results of computational experiments are given that demonstrate its overall computational efficiency compared to that of well-known leaders in this field. Transportation-type problems with constraints on flows are reduced to problems of projection of a sufficiently remote point onto an admissible set.

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Authors and Affiliations

  1. Schools of Natural Sciences of the Far East Federal University, Vladivostok, Russia

    E. A. Vorontsova

  2. Far East Federal University, Vladivostok, Russia

    E. A. Nurminski

Authors
  1. E. A. Vorontsova
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  2. E. A. Nurminski
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Correspondence to E. A. Vorontsova.

Additional information

Translated from Kibernetika i Sistemnyi Analiz, No. 4, pp. 137–150, July–August, 2015.

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Vorontsova, E.A., Nurminski, E.A. Synthesis of Cutting and Separating Planes in a Nonsmooth Optimization Method1 . Cybern Syst Anal 51, 619–631 (2015). https://doi.org/10.1007/s10559-015-9753-6

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  • DOI: https://doi.org/10.1007/s10559-015-9753-6

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