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Homogeneous Analytic Center Cutting Plane Methods with Approximate Centers

Author

Listed:
  • Nesterov, Y.
  • Peton, O.
  • Vial, J.-P.

Abstract

In this paper we consider a homogeneous analytic center cutting plabne method in a projective space. We describe a general scheme that uses a homogeneous oracle and computes an approximate analytic center at each iteration. This technique is applied to a convex feasibility problem, to variational inequalities, and to convex constrained minimization. We prove that these problems can be solved with the same order of complexity as in the case of exact analytic centers.

Suggested Citation

  • Nesterov, Y. & Peton, O. & Vial, J.-P., 1998. "Homogeneous Analytic Center Cutting Plane Methods with Approximate Centers," Papers 98.3, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
    • Handle: RePEc:fth:ehecge:98.3
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    Keywords

    MATHEMATICS;

    JEL classification:

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

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