Journal article
Towards a Practical Volumetric Cutting Plane Method for Convex Programming
SIAM journal on optimization, Vol.9(1), pp.190-206
1998
DOI: 10.1137/S1052623497318013
Abstract
We consider the volumetric cutting plane method for finding a point in a convex set ${\cal C}\subset\Re^n$ that is characterized by a separation oracle. We prove polynomiality of the algorithm with each added cut placed directly through the current point and show that this "central cut" version of the method can be implemented using no more than 25n constraints at any time.
Details
- Title: Subtitle
- Towards a Practical Volumetric Cutting Plane Method for Convex Programming
- Creators
- Kurt M Anstreicher
- Resource Type
- Journal article
- Publication Details
- SIAM journal on optimization, Vol.9(1), pp.190-206
- Publisher
- Society for Industrial and Applied Mathematics
- DOI
- 10.1137/S1052623497318013
- ISSN
- 1052-6234
- eISSN
- 1095-7189
- Language
- English
- Date published
- 1998
- Academic Unit
- Industrial and Systems Engineering; Computer Science; Business Analytics
- Record Identifier
- 9984380386002771
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