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Multiple Cuts in the Analytic Center Cutting Plane Method

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  • Goffin, J.-L.
  • Vial, J.-P.
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    Abstract

    WE analyze the multiple cut generation scheme in the analytic center cutting plane method. We propose an optimal primal and dual updating direction when the cuts are central. The dircetion is optimal in the sense that it maximizes the product of the new dual slacks and of the new primal variables within the trust regions defined by Dikin's primal and dual ellipsoids.

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    Bibliographic Info

    Paper provided by Ecole des Hautes Etudes Commerciales, Universite de Geneve- in its series Papers with number 98.10.

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    Length: 25 pages
    Date of creation: 1998
    Date of revision:
    Handle: RePEc:fth:ehecge:98.10

    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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    Keywords: MATHEMATICS;

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