Multiple Cuts in the Analytic Center Cutting Plane Method

WE analyze the multiple cut generation scheme in the analytic center cutting plane method. We propose an optimal primal and dual updating direction when the cuts are central. The dircetion is optimal in the sense that it maximizes the product of the new dual slacks and of the new primal variables within the trust regions defined by Dikin's primal and dual ellipsoids.

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Year of publication:	1998
Authors:	Goffin, J.-L. ; Vial, J.-P.
Institutions:	Geneva School of Economics and Management, Université de Genève
Subject:	MATHEMATICS

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Series:	Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
Type of publication:	Book / Working Paper
Notes:	25 pages
Classification:	C60 - Mathematical Methods and Programming. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005478991