Analysis of a cutting plane method that uses weighted analytic center and multiple cuts

SIAM Journal on Optimization

Volumn 7, Issue 3, 1997, Pages 697-716

  Luo, Zhi Quan ^a  

^a MCMASTER UNIVERSITY   (Canada)

Author keywords

Analytic center; Column generation; Convex feasibility problem; Cutting planes; Potential reduction

Indexed keywords

EID: 0031285914     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/S105262349427652X     Document Type: Article

References (10)

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8. G. SONNEVEND, New algorithms in convex programming based on a notion of 'centre' (for systems of analytic inequalities) and on rational extrapolation, in Trends in Mathematical Optimization: Proceedings of the 4th French-German Conference on Optimization in Irsee, K. H. Hoffmann, J. B. Hiriat-Urruty, C. Lemarechal, and J. Zowe, eds., West Germany, April 1986.
9. Y. YE, A potential reduction algorithm allowing column generation, SIAM J. Optim., 2 (1992), pp. 7-20.
10. Y. YE, Complexity analysis of the analytic center cutting plane method that uses multiple cuts, Math. Programming, to appear.