ACCPM - A library for convex optimization based on an analytic center cutting plane method

被引：33

作者：

Gondzio, J ^{[1
]}

duMerle, O ^{[1
]}

Sarkissian, R ^{[1
]}

Vial, JP ^{[1
]}

机构：

[1] UNIV GENEVA,SECT MANAGEMENT STUDIES,HEC,LOGILAB,CH-1211 GENEVA 4,SWITZERLAND

来源：

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH | 1996年 / 94卷 / 01期

关键词：

large scale convex optimization; cutting plane method; interior point algorithm; analytic center;

D O I：

10.1016/0377-2217(96)00169-5

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

The Analytic Center Cutting Plane Method (ACCPM) for large-scale convex optimization is presented. This method was successfully applied to solve several nontrivial convex optimization problems. But the need to solve very large optimization problems led to the rewritten of the program from scratch so as to make it more flexible and easier to sue for the general convex optimization problems. The implementation of the method due to Gondzio et al responds to these needs. All recent theoretical and practical developments have been incorporated into it, resulting in the creation of a sophisticated optimization tool.

引用

页码：206 / 211

页数：6