Homegeneous analytic center cutting plane methods for convex problems and variational inequalities

Yurii Nesterov () and Jean-Philippe Vial ()
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Yurii Nesterov: Center for Operations Research and Econometrics (CORE), Université catholique de Louvain (UCL), Louvain la Neuve, Belgium
Jean-Philippe Vial: HEC/LOGILAB, Université de Genève

No 1997067, LIDAM Discussion Papers CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Abstract: In this paper we consider a new analytic center cutting plane method in a projective space. We prove the efficiency estimates for the general scheme and show that these results can be used in the analysis of a feasibility problem, the variational inequality problem and the problem of constrained minimization. Our analysis is valid even for the problems whose solution belongs to the boundary of the domain.

Keywords: Cutting plane; analytic centers (search for similar items in EconPapers)
Date: 1997-09-01
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Persistent link: https://EconPapers.repec.org/RePEc:cor:louvco:1997067

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