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Approximate cutting planes in nonlinear programming

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Abstract

An approximation criterion is presented and a convergence proof is given that allows adaptation of the cutting plane algorithm when it is impractical to compute the exact cutting planes. A source application is briefly described and a class of functions is presented for which such approximate cutting planes can be conveniently computed.

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Authors and Affiliations

  1. Stanford University, Stanford, Ca., USA

    S. C. Parikh

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  1. S. C. Parikh
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Additional information

Research of this report was partially supported by the National Science Foundation Grant GP-7417.

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Parikh, S.C. Approximate cutting planes in nonlinear programming. Mathematical Programming 11, 194–198 (1976). https://doi.org/10.1007/BF01580386

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  • DOI: https://doi.org/10.1007/BF01580386

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