Registration Number
0217U004860,
0114U001055
, R & D reports
Title
To develop subgradient algorithms of solving optimization problems with a guaranteed accuracy
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Head
Stetsyuk Petro Ivanovych, Доктор фізико-математичних наук
Registration Date
10-03-2017
Organization
V.M.Glushkov Institute of Cybernetics, National Academy of Science of Ukraine
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The generalized family of ellipsoids methods, subgradient minimization algorithm based on external approximation of the intersection of ellipsoid and two half-spaces, subgradient Polyak algorithm with space transformation, Polyak algorithm using aggregated subgradients, a family of subgradient algorithms with automatic control by space dilation coefficients, a new methodology for determining the penalty coefficients of exact penalty functions have been developed. The conditions under which the optimal value of objective function of the quadratic extremal problem and the optimal value of objective function of its SDP-relaxation are the same have been received. The algorithms have been constructed and software has been developed for solving systems of linear equations with two-sided constraints on variables, problems of entropy-linear programming, the problem of minimizing strictly convex separable quadratic function with linear constraints and with two-sided constraints on variables.
Product Description
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Івлічев Андрій Володимирович
Березовський Олег Анатолійович
Жидков Володимир Олександрович
Журбенко Микола Георгійович
Лаптін Юрій Петрович
Лиховид Олексій Петрович
Фесюк Олександр Володимирович
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2020-04-02
