Homogeneous 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 schemeand show that these results can be used in the analysis of a feasibility problem, the variational inequality problem and the problem of constrained minimisation. 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
Authors:	Nesterov, Y. ; Vial, J-P.
Institutions:	Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
Subject:	ECONOMETRICS

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Series:	Papers.
Type of publication:	Book / Working Paper
Notes:	23 pages
Classification:	C00 - Mathematical and Quantitative Methods. General ; C50 - Econometric Modeling. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005669308