Traversing Large Pieces of Linearity in Algorithms that Solve Equations by Following Piecewise-Linear Paths
- 1 May 1980
- journal article
- Published by Institute for Operations Research and the Management Sciences (INFORMS) in Mathematics of Operations Research
- Vol. 5 (2) , 242-257
- https://doi.org/10.1287/moor.5.2.242
Abstract
Simplicial or fixed-point algorithms trace piecewise-linear paths to approximate solutions of systems of nonlinear equations. We present improved methods that can traverse several simplices simultaneously. The technique applies particularly to functions with special structure, but also generally, since large pieces are always induced by the artifical affine function. The special structures considered are separability and partial separability.Keywords
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