An interior-point method for minimizing convex functions on the convex hull of a point set

被引:0
|
作者
Stoer, Josef [1 ]
Botkin, Nikolai D.
Pykhteev, Oleg A.
机构
[1] Univ Wurzburg, Inst Math, D-97074 Wurzburg, Germany
[2] Tech Univ Munich, Fak Math, D-85744 Munich, Germany
关键词
minimizing convex functions on convex hulls; interior-point methods; Barycentric coordinates;
D O I
10.1080/02331930701421111
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
The article describes an interior-point method for minimizing a smooth strictly convex function f: R-n -> R, f is an element of C-2(R-n), on the convex hull P of m points in R-n. The algorithm uses barycentric coordinates for representing points in P and generates points in P with positive coordinates. In particular, the algorithm can be used to compute the orthogonal projection of a point x(c) is an element of R-n to P.
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页码:515 / 524
页数:10
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