Krisztian Eretnek

A regularized simplex method

  • Krisztian Eretnek
  • Csaba I. Fábián
  • Olga Papp
    • Categories Convex and Nonsmooth Optimization, Linear Programming Tags , ,

    In case of a special problem class, the simplex method can be implemented as a cutting-plane method that approximates a certain convex polyhedral objective function. In this paper we consider a regularized version of this cutting-plane method, and interpret the resulting procedure as a regularized simplex method. (Regularization is performed in the dual space and … Read more

    Implementing the simplex method as a cutting-plane method

  • Krisztian Eretnek
  • Csaba I. Fábián
  • Olga Papp
    • Categories Convex and Nonsmooth Optimization, Linear, Cone and Semidefinite Programming Tags , , , ,

    We show that the simplex method can be interpreted as a cutting-plane method, assumed that a special pricing rule is used. This approach is motivated by the recent success of the cutting-plane method in the solution of special stochastic programming problems. We compare the classic Dantzig pricing rule and the rule that derives from the … Read more