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- Title
An efficient descent direction method with cutting planes.
- Authors
Torma, Balázs; G.-Tóth, Boglárka
- 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.
- Subjects
THEORY of descent (Mathematics); METHOD of steepest descent (Numerical analysis); PLANE geometry; CONVEX functions; STRUCTURAL optimization; ESTIMATION theory; APPROXIMATION theory; NUMERICAL analysis
- Publication
Central European Journal of Operations Research, 2010, Vol 18, Issue 2, p105
- ISSN
1435-246X
- Publication type
Article
- DOI
10.1007/s10100-009-0085-3