Multiple Cuts in the Analytic Center Cutting Plane Method

J.-L. Goffin and J.-P. Vial

Working Papers from Ecole des Hautes Etudes Commerciales, Universite de Geneve-

Abstract: WE analyze the multiple cut generation scheme in the analytic center cutting plane method. We propose an optimal primal and dual updating direction when the cuts are central. The dircetion is optimal in the sense that it maximizes the product of the new dual slacks and of the new primal variables within the trust regions defined by Dikin's primal and dual ellipsoids.

Keywords: MATHEMATICS (search for similar items in EconPapers)
JEL-codes: C60 (search for similar items in EconPapers)
Pages: 25 pages
Date: 1998
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:fth:ehecge:98.10

Access Statistics for this paper

More papers in Working Papers from Ecole des Hautes Etudes Commerciales, Universite de Geneve- Suisse; Ecole des Hautes Etudes Commerciales, Universite de Geneve, faculte des SES. 102 Bb. Carl-Vogt CH - 1211 Geneve 4, Suisse. Contact information at EDIRC.
Bibliographic data for series maintained by Thomas Krichel ().