Interior Points Methods for Nondifferentiable Optimization
J.-L. Goffin and
J.-P. Vial
Working Papers from Ecole des Hautes Etudes Commerciales, Universite de Geneve-
Abstract:
We describe the analytic center cutting plane method and its relationship to classical methods of nondifferentiable optimization and column generation. Implementations issues are also discussed, and current applications listed.
Keywords: OPTIMIZATION (search for similar items in EconPapers)
JEL-codes: C61 (search for similar items in EconPapers)
Pages: 14 pages
Date: 1997
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Persistent link: https://EconPapers.repec.org/RePEc:fth:ehecge:97.24
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