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Homegeneous analytic center cutting plane methods for convex problems and variational inequalities

Author

Listed:
  • NESTEROV, Yurii

    (Center for Operations Research and Econometrics (CORE), Université catholique de Louvain (UCL), Louvain la Neuve, Belgium)

  • VIAL, Jean-Philippe

    (HEC/LOGILAB, Université de Genève)

Abstract

In this paper we consider a new analytic center cutting plane method in a projective 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 the problems whose solution belongs to the boundary of the domain.

Suggested Citation

  • NESTEROV, Yurii & VIAL, Jean-Philippe, 1997. "Homegeneous analytic center cutting plane methods for convex problems and variational inequalities," LIDAM Discussion Papers CORE 1997067, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Handle: RePEc:cor:louvco:1997067
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    File URL: https://sites.uclouvain.be/core/publications/coredp/coredp1997.html
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    Keywords

    Cutting plane; analytic centers;

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