Towards a practical volumetric cutting plane method for convex programming

被引：8

作者：

Anstreicher, KM ^{[1
]}

机构：

[1] Univ Iowa, Dept Management Sci, Iowa City, IA 52242 USA

[2] Univ Catholique Louvain, CORE, B-1348 Louvain, Belgium

来源：

SIAM JOURNAL ON OPTIMIZATION | 1998年 / 9卷 / 01期

关键词：

convex programming; cutting plane method; volumetric barrier;

D O I：

10.1137/S1052623497318013

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We consider the volumetric cutting plane method for finding a point in a convex set C subset of R-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.

引用

页码：190 / 206

页数：17

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