A cutting plane algorithm with an approximation of an epigraph

MaRDI QIDQ2951959zbMATH OpenFDO

Authors Igor Yaroslavich Zabotin, Rashid Samatovich Yarullin

Publication date 11 January 2017

Full work available at URL http://mathnet.ru/eng/uzku1240

zbMATH Keywords

approximating setconditional minimizationconvergencecutting hyperplaneepigraphsequence of approximations

Mathematics Subject Classification ID

Convex programming (90C25)

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• One variant of the objective function parameterization method and its implementation
• A cutting-plane method without inclusions of approximating sets for conditional minimization

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