Abstract
Numerical methods for solving a convex programming problem are considered whose guaranteed convergence rate depends only on the space dimension. On average, the ratio of the corresponding geometric progression is better than that in the basis model of ellipsoids or simplexes. Results of numerical experiments are presented.
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Original Russian Text © V.P. Bulatov, 2008, published in Zhurnal Vychislitel’noi Matematiki i Matematicheskoi Fiziki, 2008, Vol. 48, No. 4, pp. 610–622.
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Bulatov, V.P. Method of orthogonal simplexes and its applications to convex programming. Comput. Math. and Math. Phys. 48, 577–589 (2008). https://doi.org/10.1134/S0965542508040064
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DOI: https://doi.org/10.1134/S0965542508040064