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Cybernetics And Systems Analysis
International Theoretical Science Journal
UDC 519.8
Vorontsova E.A., Nurminski E.A.

SYNTHESIS OF CUTTING AND SEPARATING PLANES IN A NON-SMOOTH OPTIMIZATION METHOD

Abstract. A general scheme for non-smooth convex optimization based on the separating plane algorithm with additional clippings is considered. The convergence of the algorithm is proved. The results of numerical experiments are given, which demonstrated the overall computational efficiency compared to known leaders in this field. Of especial interest are the computational results applied to projection version of the transportation problems with flow constraints.

Keywords: convex optimization, separating plane method, cutting plane method.



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Воронцова Евгения Алексеевна,
старший преподаватель Школы естественных наук Дальневосточного федерального университета, Владивосток, Россия, e-mail: vorontsovaea@gmail.com.

Нурминский Евгений Алексеевич,
доктор физ.-мат. наук, профессор, ведущий научный сотрудник Дальневосточного федерального университета, Владивосток, Россия, e-mail: nurminskiy.ea@dvfu.ru.

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