On the Comparative Behaviour of Kelley's Cutting Plane Method and the Analytic Center Cutting Plane Method.

In this paper, we explore a weakness of a specific implementation of the analytic center cutting plane method applied to convex optimization problems, which may lead to weaker results that Kelley's cutting plane method. Improvements to the analytic center cutting plane method are suggested.

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Year of publication:	1996
Authors:	Merle, O ; Goffin, J-L ; Vial, J-Ph.
Institutions:	Geneva School of Economics and Management, Université de Genève
Subject:	ECONOMETRICS

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Series:	Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
Type of publication:	Book / Working Paper
Notes:	20 pages
Classification:	C1 - Econometric and Statistical Methods: General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005634266