On improvements to the analytic center cutting plane method

被引：22

作者：

Du Merle, O ^{[1
]}

Goffin, JL

Vial, JP

机构：

[1] Univ Geneva, Dept HEC, Geneva, Switzerland

[2] McGill Univ, Fac Management, Gerad, Montreal, PQ, Canada

来源：

COMPUTATIONAL OPTIMIZATION AND APPLICATIONS | 1998年 / 11卷 / 01期

关键词：

D O I：

10.1023/A:1018318117350

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

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 than Kelley's cutting plane method. Improvements to the analytic center cutting plane method are suggested, and tested on some example problems.

引用

收藏

页码：37 / 52

页数：16

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