Cutting Plane Methods

Adil Bagirov (), Napsu Karmitsa () and Marko M. Mäkelä ()
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Adil Bagirov: School of Information Technology and Mathematical Sciences, University of Ballarat
Napsu Karmitsa: University of Turku
Marko M. Mäkelä: University of Turku

Chapter Chapter 11 in Introduction to Nonsmooth Optimization, 2014, pp 299-303 from Springer

Abstract: Abstract Subgradient methods described in the previous chapter use only one arbitrary subgradient (generalized gradient) at a time, without memory of past iterations. If the information from previous iterations is kept, it is possible to define a model—the so-called cutting plane model—of the objective function. In this way, more information about the local behavior of the function is obtained than what an individual arbitrary subgradient can yield. In this chapter, we first introduce the basic ideas of the standard cutting plane method and then the more advanced cutting plane method with proximity control.

Keywords: Cutting Plane Method; Arbitrary Subgradient; Past Iterations; Implementable Stopping Criterion; Piecewise Affine Model (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-08114-4_11

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DOI: 10.1007/978-3-319-08114-4_11

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