USING 2 SUCCESSIVE SUBGRADIENTS IN THE ELLIPSOID METHOD FOR NONLINEAR-PROGRAMMING

Authors
KIM S KIM D CHANG KN
Citation
S. Kim et al., USING 2 SUCCESSIVE SUBGRADIENTS IN THE ELLIPSOID METHOD FOR NONLINEAR-PROGRAMMING, Journal of optimization theory and applications, 82(3), 1994, pp. 543-554
Citations number
14
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science
Journal title
Journal of optimization theory and applications → ACNP
ISSN journal
00223239
Volume
82
Issue
3
Year of publication
1994
Pages
543 - 554
Database
ISI
SICI code
0022-3239(1994)82:3<543:U2SSIT>2.0.ZU;2-A
Abstract
A variant of the ellipsoid method for nonlinear programming is introdu ced to enhance the speed of convergence. This variant is based on a ne w simple scheme to reduce the ellipsoid volume by using two center cut s generated in two consecutive iterations of the ellipsoid method. Com putational tests show a significant improvement in computational effic iency. The tests show that the improvement is more significant for lar ger-size problems.