This paper analyzes the introduction of multiple central cuts in a conic formulation of the analytic center cutting plane method (in short ACCPM). This work extends earlier work on the homogeneous ACCPM, and parallels the analysis of the multiple cuts process in the standard ACCPM. The main issue is the calculation of a direction that restores feasibility after introducing p new cutting planes at the query point.
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Paper provided by Ecole des Hautes Etudes Commerciales, Universite de Geneve- in its series Papers with number
2001.03.
Length: 24 pages Date of creation: 2001 Date of revision: Handle: RePEc:fth:ehecge:2001.03
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