Homogeneous analytic center cutting plane methods for convex problems and variational inequalities

被引：24
|
作者：
Nesterov, Y
Vial, JP
机构：
[1] Catholic Univ Louvain, CORE, B-1348 Louvain, Belgium
[2] Univ Geneva, HEC, LOGILAB, CH-1211 Geneva 4, Switzerland
来源：
SIAM JOURNAL ON OPTIMIZATION | 1999年 / 9卷 / 03期
关键词：
cutting plane; analytic centers; convex problems; variational irregularities;
D O I：
10.1137/S1052623497324813
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper we consider a new analytic center cutting plane method in an extended space. We prove the efficiency estimates for the general scheme and show that these results can be used in the analysis of a feasibility problem, the variational inequality problem, and the problem of constrained minimization. Our analysis is valid even for problems whose solution belongs to the boundary of the domain.
引用
收藏
页码：707 / 728
页数：22
相关论文
共 50 条
12345