Multiple Cuts with a Homogeneous Analytic Center Cutting Plane Method.

This paper analyzes the introduction of multiple central cuts in a conic formulation of the analytic center cutting plane method (in short ACCPM). This work extends earlier work on the homogeneous ACCPM, and parallels the analysis of the multiple cuts process in the standard ACCPM. The main issue is the calculation of a direction that restores feasibility after introducing p new cutting planes at the query point.

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Year of publication:	2001
Authors:	Peton, O. ; Vial, J.-P.
Institutions:	Geneva School of Economics and Management, Université de Genève
Subject:	CUTTING PLANES \| ANALYTIC CENTER \| CONIC FORMULATION

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Series:	Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
Type of publication:	Book / Working Paper
Notes:	24 pages
Classification:	C60 - Mathematical Methods and Programming. General
Source:	RePEc - Research Papers in Economics

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