Multiple Cuts with a Homogeneous Analytic Center Cutting Plane Method

O. Peton and J.-P. Vial

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

Abstract: This paper analyzes the introduction of multiple central cuts in a conic formulation of the analytic center cutting plane method (in short ACCPM). This work extends earlier work on the homogeneous ACCPM, and parallels the analysis of the multiple cuts process in the standard ACCPM. The main issue is the calculation of a direction that restores feasibility after introducing p new cutting planes at the query point.

Keywords: CUTTING PLANES; ANALYTIC CENTER; CONIC FORMULATION (search for similar items in EconPapers)
JEL-codes: C60 (search for similar items in EconPapers)
Pages: 24 pages
Date: 2001
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Persistent link: https://EconPapers.repec.org/RePEc:fth:ehecge:2001.03

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