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Homogeneous Analytic Center Cutting Plane Methods with Approximate Centers

  • Nesterov, Y.
  • Peton, O.
  • Vial, J.-P.
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    In this paper we consider a homogeneous analytic center cutting plabne method in a projective space. We describe a general scheme that uses a homogeneous oracle and computes an approximate analytic center at each iteration. This technique is applied to a convex feasibility problem, to variational inequalities, and to convex constrained minimization. We prove that these problems can be solved with the same order of complexity as in the case of exact analytic centers.

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    Paper provided by Ecole des Hautes Etudes Commerciales, Universite de Geneve- in its series Papers with number 98.3.

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    Length: 28 pages
    Date of creation: 1998
    Date of revision:
    Handle: RePEc:fth:ehecge:98.3
    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
    Phone: (+ 41 22) 705-8263
    Fax: (+ 41 22) 705-8293
    Web page: http://www.unige.ch/gsem/
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