On the Comparative Behaviour of Kelley's Cutting Plane Method and the Analytic Center Cutting Plane Method

O Merle, J-L Goffin and J-Ph. Vial

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

Abstract: In this paper, we explore a weakness of a specific implementation of the analytic center cutting plane method applied to convex optimization problems, which may lead to weaker results that Kelley's cutting plane method. Improvements to the analytic center cutting plane method are suggested.

Keywords: ECONOMETRICS (search for similar items in EconPapers)
JEL-codes: C1 (search for similar items in EconPapers)
Pages: 20 pages
Date: 1996
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Persistent link: https://EconPapers.repec.org/RePEc:fth:ehecge:96.04

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