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Multiple Cuts with a Homogeneous Analytic Center Cutting Plane Method

Author

Listed:
  • Peton, O.
  • Vial, J.-P.

Abstract

This paper analyzes the introduction of multiple central cuts in a conic formulation of the analytic center cutting plane method (in short ACCPM). This work extends earlier work on the homogeneous ACCPM, and parallels the analysis of the multiple cuts process in the standard ACCPM. The main issue is the calculation of a direction that restores feasibility after introducing p new cutting planes at the query point.

Suggested Citation

  • Peton, O. & Vial, J.-P., 2001. "Multiple Cuts with a Homogeneous Analytic Center Cutting Plane Method," Papers 2001.03, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
    • Handle: RePEc:fth:ehecge:2001.03
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    More about this item

    Keywords

    CUTTING PLANES ; ANALYTIC CENTER ; CONIC FORMULATION;
    All these keywords.

    JEL classification:

    • C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General

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