The Newton direction and the cutting plane

The Newton direction and the cutting plane

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Article ID: iaor19972156
Country: Netherlands
Volume: 73
Issue: 1
Start Page Number: 172
End Page Number: 174
Publication Date: Feb 1994
Journal: European Journal of Operational Research
Authors: ,
Abstract:

The authors show that, for strictly convex quadratic functions, the Newton direction may be obtained via an appropriate definition of a set of shifted supporting hyperplanes to the epigraph of the function. The result appears significant from the point of view of the numerical methods for both smooth and nonsmooth optimization.

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