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

In this paper we consider a new analytic center cutting plane method in a projective 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 the problems whose solution belongs to the boundary of the domain.

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Year of publication:	1997-09-01
Authors:	NESTEROV, Yurii ; VIAL, Jean-Philippe
Institutions:	Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
Subject:	Cutting plane \| analytic centers

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Extent:	application/pdf
Series:	CORE Discussion Papers.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series UNIVERSITE CATHOLIQUE DE LOUVAIN, Center for Operations Research and Econometrics (CORE) Number 1997067
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005008432