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Homogeneous Analytic Center Cutting Plane Methods for Convex Problems and Variational Inequalities

Author

Listed:
  • Nesterov, Y.
  • Vial, J. Ph.

Abstract

In this paper we consider a new analytic center cutting plane method in a projective space. We prove the efficiency for the general scheme and show that these results can be used in the analysis of a feasability problem, the variational inequality problem and the problem if constrained minimization. Our analysis is valid even for the problems whose solution belongs to the boundary of the domain.

Suggested Citation

  • Nesterov, Y. & Vial, J. Ph., 1997. "Homogeneous Analytic Center Cutting Plane Methods for Convex Problems and Variational Inequalities," Papers 97.18, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
    • Handle: RePEc:fth:ehecge:97.18
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    Keywords

    EVALUATION;

    JEL classification:

    • C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis

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