Implementing the simplex method as a cutting-plane method, with a view to regularization

Csaba Fábián (), Olga Papp and Krisztián Eretnek

Computational Optimization and Applications, 2013, vol. 56, issue 2, 343-368

Abstract: We show that the simplex method can be interpreted as a cutting-plane method, assuming that a special pricing rule is used. This approach is motivated by the recent success of the cutting-plane method in the solution of special stochastic programming problems. We focus on the special linear programming problem of finding the largest ball that fits into a given polyhedron. In a computational study we demonstrate that ball-fitting problems have such special characteristics which indicate their utility in regularization schemes. Copyright Springer Science+Business Media New York 2013

Keywords: Simplex method; Cutting-plane method; Linear programming; Convex programming; Stochastic programming (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1007/s10589-013-9562-7

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