Homogeneous analytic center cutting plane methods for convex problems and variational inequalities
(1999) SIAM Journal on Optimization — Vol. 9, n° 3, p. 707-728 (1999)
Files
No attached file found for this publication.
Details
- Authors
- Abstract
- In this paper we consider a new analytic center cutting plane method in an extended space. We prove the efficiency estimates for the general scheme and show that these results can be used in the analysis of a feasibility problem, the variational inequality problem, and the problem of constrained minimization. Our analysis is valid even for problems whose solution belongs to the boundary of the domain.
- Affiliations
Citations
Nesterov, Y., & Vial, JP. (1999). Homogeneous analytic center cutting plane methods for convex problems and variational inequalities. SIAM Journal on Optimization, 9(3), 707-728. https://doi.org/10.1137/S1052623497324813 (Original work published 1999)