Towards a practical volumetric cutting plane method for convex programming

作     者：Anstreicher, KM 

作者机构：Univ Iowa Dept Management Sci Iowa City IA 52242 USA Univ Catholique Louvain CORE B-1348 Louvain Belgium 

出 版 物：《SIAM JOURNAL ON OPTIMIZATION》 (工业与应用数学会最优化杂志)

年 卷 期：1998年第9卷第1期

页      面：190-206页

核心收录：

学科分类：07[理学] 070104[理学-应用数学] 0701[理学-数学] 

主　　题：convex programming cutting plane method volumetric barrier 

摘      要：We consider the volumetric cutting plane method for finding a point in a convex set C subset of R-n that is characterized by a separation oracle. We prove polynomiality of the algorithm with each added cut placed directly through the current point and show that this central cut version of the method can be implemented using no more than 25n constraints at any time.