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A cutting-plane method without inclusions of approximating sets for conditional minimization

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Abstract

Propose a cutting-plane method with partially embedding of a feasible set for solving a conditional minimization problem. The proposed method is characterized by possibility of periodically dropping of an arbitrary number of any planes constructed in the solution process. Prove convergence of the method, discuss its features, represent assessments of the solution’s accuracy.

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Authors and Affiliations

  1. Kazan Federal University, Kremlevskaya ul. 18, Kazan, Tatarstan, 420008, Russia

    I. Ya. Zabotin & R. S. Yarullin

Authors
  1. I. Ya. Zabotin
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  2. R. S. Yarullin
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Correspondence to I. Ya. Zabotin.

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Submitted by F. M. Ablayev

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Zabotin, I.Y., Yarullin, R.S. A cutting-plane method without inclusions of approximating sets for conditional minimization. Lobachevskii J Math 36, 132–138 (2015). https://doi.org/10.1134/S1995080215020195

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  • DOI: https://doi.org/10.1134/S1995080215020195

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