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On Improvements to the Analytic Center Cutting Plane Method

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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 than Kelley's cutting plane method. Improvements to the analytic center cutting plane method are suggested, and tested on some example problems.

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Authors and Affiliations

  1. Département HEC, Université de Genève, Geneva, Switzerland

    O. du Merle & J.-P. Vial

  2. Faculty of Management, McGill University, Montréal, Canada

    J.-L. Goffin

Authors
  1. O. du Merle
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  2. J.-L. Goffin
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  3. J.-P. Vial
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du Merle, O., Goffin, JL. & Vial, JP. On Improvements to the Analytic Center Cutting Plane Method. Computational Optimization and Applications 11, 37–52 (1998). https://doi.org/10.1023/A:1018318117350

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  • DOI: https://doi.org/10.1023/A:1018318117350

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