Volume 15, No 3, 2008, P. 3-10
V. P. Bulatov, T. I. Belykh, and E. N. Yaskova
Efficient methods for solving convex programming problems that apply embedding of admissible set in simplexes
A variant of the embedding method is proposed. In previous proposed variants the support cones played the role of embedding sets. Here the cones are replaced with support simplexes which enables one to obtain a polynomial guaranteed convergence rate and its best mean estimate.
Tabl. 1, illustr. 2, bibl. 5.
Keywords: convex cone, support cone, Chebyshev point, support simplex.
Bulatov Valerian Pavlovich 1
Belykh Tatiana Ivanovna 2
Yaskova Elvira Nikolaevna 1
1. Melentiev Energy Systems Institute, SB RAS,
130, Lermontov str., 664033 Irkutsk, Russia
Baikal State University of Economy and Law,
14, Lenin str., 664003 Irkutsk, Russia