Homogeneous Analytic Center Cutting Plane Methods with Approximate Centers

Y. Nesterov, O. Peton and J.-P. Vial

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

Abstract: In this paper we consider a homogeneous analytic center cutting plabne method in a projective space. We describe a general scheme that uses a homogeneous oracle and computes an approximate analytic center at each iteration. This technique is applied to a convex feasibility problem, to variational inequalities, and to convex constrained minimization. We prove that these problems can be solved with the same order of complexity as in the case of exact analytic centers.

Keywords: MATHEMATICS (search for similar items in EconPapers)
JEL-codes: C60 (search for similar items in EconPapers)
Pages: 28 pages
Date: 1998
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Persistent link: https://EconPapers.repec.org/RePEc:fth:ehecge:98.3

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