A note on some analytic center cutting plane methods for convex feasibility and minimization problems

A note on some analytic center cutting plane methods for convex feasibility and minimization problems

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Article ID: iaor19981374
Country: Netherlands
Volume: 5
Issue: 2
Start Page Number: 175
End Page Number: 180
Publication Date: Mar 1996
Journal: Computational Optimization and Applications
Authors: ,
Keywords: Nondifferentiable optimization
Abstract:

Recently Goffin, Luo and Ye have analyzed the complexity of an analytic center algorithm for convex feasibility problems defined by a separation oracle. The oracle is called at the (possibly approximate) analytic center of the set given by the linear inequalities which are the previous answers of the oracle. We discuss oracles for the problem of minimizing a convex (possibly nondifferentiable) function subject to box constraints, and give corresponding complexity estimates.

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