REPORT A PROBLEMicon

Fields marked with an asterisk are required
*
*
*
*
*
captcha
I hereby confirm that I have read and accept regulations and privacy policies *

LINKSicon

Resource link (portal)

Resource link (repository)

https://id.e-science.pl/records/76571

Resource type: article, chapter

An interior point method for Nondifferentiable optimization (RB-1993-21)

View

Resource metadata

Title An interior point method for Nondifferentiable optimization (RB-1993-21)
Persons Authors: Anna Altman
Partner: Systems Research Institute Polish Academy of Sciences, Warsaw
Description An application of weighted projective method, derived from Karmarkar's approach, to the minimization of non-differentiable convex functions is studied. The method is based on a cutting-plane technique defining a sequence of linear programming problems. Associated with each problem one defines the weighted potential function and the weighted analytic center. An admissible cut of the polytope, corresponding to a new supporting hyperplane of the objective epigraph, is generated. A certain ellipsoid, centered in the weighted analytic center and containing the polytope, is used to eliminate inactive cutting planes. A collection of test problems is solved. (English)
Keywords "nieróżniczkowalna optymalizacja"@pl, "nondifferentiable optimization"@en, "interior point method"@en, "podejście Karmarkara"@pl, "metoda punktu wewnętrznego"@pl, "Karmarkar`s approach"@en
Classification Resource type: article, chapter
Scientific discipline: Dziedzina nauk ścisłych i przyrodniczych / matematyka (2018)
Destination group: pupils, students, scientists
Harmful content: No
Characteristics Title of source document: RB-1993-21
Place of publication: Warszawa
Publisher: IBSPAN
Time of publication: 1993
From page: 1
To page: 15
Resource language: English
License CC BY-SA 4.0
Technical information Submitter: Anna Wasilewska
Availability date: 12-09-2022
Collections Kolekcja Instytutu Badań Systemowych PAN w Warszawie

Citation

Copied

Anna Altman. An interior point method for Nondifferentiable optimization (RB-1993-21). [article, chapter] Available in Atlas of Open Science Resources, . License: CC BY-SA 4.0, https://creativecommons.org/licenses/by-sa/4.0/legalcode.pl. Date of access: DD.MM.RRRR.

Similar resources

Indefinite symmetric systems in interior point methods for quadratic optimization (RB-1997-89)

Anna Altman, article, chapter, Systems Research Institute Polish Academy of Sciences, Warsaw, Dziedzina nauk ścisłych i przyrodniczych / matematyka (2018)

Indefinite symmetric systems in interior point methods for quadratic optimization (RB-1997-89)

Anna Altman, article, chapter, Systems Research Institute Polish Academy of Sciences, Warsaw, Dziedzina nauk ścisłych i przyrodniczych / matematyka (2018)

HTSP4- Experymential traveling salesman problem package (RB-1993-40)

Marek Libura, Anna Altman, Stanisław Kryński, article, chapter, Systems Research Institute Polish Academy of Sciences, Warsaw, Dziedzina nauk inżynieryjno-technicznych / informatyka techniczna i telekomunikacja (2018)

See more