\(\varepsilon\)-subgradient algorithms with adaptive parametric control in the method of centers. (Russian) Zbl 0736.90056

The aim of the paper is to introduce an algorithm for solving a deterministic convex programming problem. The suggested algorithm is based on the concept of \(\varepsilon\)-subgradient. As determining the \(\varepsilon\)-subgradient is rather difficult, first an algorithm to obtain an approximation of it is presented. Further the main algorithm is introduced. Convergence results for this algorithm are proved in the paper.
A comparison of the suggested method with the classical method of centers is mentioned.
Reviewer: V.Kankova (Praha)


90C25 Convex programming
90-08 Computational methods for problems pertaining to operations research and mathematical programming
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