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Interior Points Methods for Nondifferentiable Optimization

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Author Info
Goffin, J.-L.
Vial, J.-P.
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.

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Publisher Info
Paper provided by Ecole des Hautes Etudes Commerciales, Universite de Geneve- in its series Papers with number 97.24.

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Length: 14 pages
Date of creation: 1997
Date of revision:
Handle: RePEc:fth:ehecge:97.24

Contact details of provider:
Postal: Suisse; Ecole des Hautes Etudes Commerciales, Universite de Geneve, faculte des SES. 102 Bb. Carl-Vogt CH - 1211 Geneve 4, Suisse
Web page: http://www.hec.unige.ch/
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Related research
Keywords: OPTIMIZATION;

Find related papers by JEL classification:
C61 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Optimization Techniques; Programming Models; Dynamic Analysis

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This page was last updated on 2009-12-16.

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