ACCELERATING THE CUTTING PLANE METHOD FOR NONLINEAR PROGRAMMING

作     者：WOLFE, P 

出 版 物：《JOURNAL OF THE SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS》 

年 卷 期：1961年第9卷第3期

页      面：481-488页

核心收录：

主　　题：Nonlinear programming Linear programming Geometric planes Algorithms Mathematical procedures Perceptron convergence procedure 

摘      要：The “cutting plane method of Kelley for nonlinear programming problems applies linear programming, through a sequence of local linearizations, to the problem of minimizing a convex function of real variables subject to linear inequality constraints. A procedure is presented here for improving the constructed linearizations which may considerably accelerate the convergence of the process. In the case of a quadratic objective function satisfying certain mild conditions this improvement yields a finite algorithm.