Multiple Cuts in the Analytic Center Cutting Plane Method
AbstractWE 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 InfoPaper provided by Ecole des Hautes Etudes Commerciales, Universite de Geneve- in its series Papers with number 98.10.
Length: 25 pages
Date of creation: 1998
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