Towards a practical volumetric cutting plane method for convex programming

Kurt M. Anstreicher
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Kurt M. Anstreicher: Department of Management Sciences, University of Iowa

No 1997040, LIDAM Discussion Papers CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Abstract: We consider the volumetric cutting plane method for finding a point in a convex set that is characterized by a C [included] Rn separation oracle. We prove polynomiality of the algorithm with each added cut placed directly through the current point, and show that this “central cut” version of the method can be implemented using no more than 25n constraints at any time.

Date: 1997-05-01
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Persistent link: https://EconPapers.repec.org/RePEc:cor:louvco:1997040

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