An efficient descent direction method with cutting planes

Torma, Balázs and Tóth, Boglárka (2010) An efficient descent direction method with cutting planes. Central European Journal of Operations Research, 18 (2). pp. 105-130.

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Abstract

In this paper a new hybrid method is proposed which combines the advantages of descent methods and cutting plane approaches. The new method gets fast to near-optimal region by using cutting planes and preserves the good convergence properties of descent methods near the optimum. The method is tested on convex functions, least squares problems and on parameter estimation by comparing its performance to well-known methods. Numerical experiments show that the proposed method is very efficient on all the examined problem types and performs in average much better than the benchmark methods.

Item Type: ISI Article
Uncontrolled Keywords: descent method, cutting plane, parameter estimation
Subjects: Q Science > QA Mathematics and Computer Science > QA75 Electronic computers. Computer science / számítástechnika, számítógéptudomány
Depositing User: Eszter Nagy
Date Deposited: 11 Dec 2012 15:31
Last Modified: 11 Dec 2012 15:31
URI: http://eprints.sztaki.hu/id/eprint/5453

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