Using two successive subgradients in the ellipsoid method for nonlinear programming

A variant of the ellipsoid method for nonlinear programming is introduced to enhance the speed of convergence. This variant is based on a new simple scheme to reduce the ellipsoid volume by using two center cuts generated in two consecutive iterations of the ellipsoid method. Computational tests show a significant improvement in computational efficiency. The tests show that the improvement is more significant for larger-size problems.
Publisher
SPRINGER/PLENUM PUBLISHERS
Issue Date
1994-09
Language
ENG
Keywords

ALGORITHMS

Citation

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, v.82, no.3, pp.543 - 554

ISSN
0022-3239
URI
http://hdl.handle.net/10203/1850
Appears in Collection
NE-Journal Papers(저널논문)
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