Homogeneous Analytic Center Cutting Plane Methods for Convex Problems and Variational Inequalities

Y. Nesterov and J. Ph. Vial

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

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

Keywords: EVALUATION (search for similar items in EconPapers)
JEL-codes: C60 C61 (search for similar items in EconPapers)
Pages: 23 pages
Date: 1997
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Persistent link: https://EconPapers.repec.org/RePEc:fth:ehecge:97.18

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