| 来源类型 | Book Section |
| DOI | 10.1007/BFb0121046 |
| An efficient algorithm for minimizing a multivariate polyhedral function along a line. | |
| Nazareth JL | |
| 发表日期 | 1985 |
| 出处 | Mathematical Programming Essays in Honor of George B. Dantzig Part I. pp. 116-125 Berlin/Heidelberg, Germany: Springer. ISBN 978-3-642-00919-8 DOI: 10.1007/BFb0121046 . |
| 出版年 | 1985 |
| 语种 | 英语 |
| 摘要 | We consider the problem of finding a minimum along a given direction d∈ℝ m , of a separable function ά(χ)=Σ l=1 m ψ l (χ l ). Each component ψ l (χ l ) is a piecewise-linear convex function expressed in slope-intercept form. To solve this problem we propose a specialized version of the generalized upper bounding (GUB) algorithm of Dantzig and Van Slyke. Each step of the simplex cycle is explicitly expressed as a simple algebraic formula and basis matrix operations are completely eliminated. This results in a concise, elegant and efficient algorithm. |
| 关键词 | Piecewise-Linear Minimization Line Search Polyhedral Functions Nonsmooth Minimization Specialized GUB |
| URL | http://pure.iiasa.ac.at/id/eprint/12147/ |
| 来源智库 | International Institute for Applied Systems Analysis (Austria) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/133037 |
| 推荐引用方式 GB/T 7714 | Nazareth JL. An efficient algorithm for minimizing a multivariate polyhedral function along a line.. 1985. |
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