On improvements to the analytic center cutting plane method

On improvements to the analytic center cutting plane method

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Article ID: iaor20003018
Country: Netherlands
Volume: 11
Issue: 1
Start Page Number: 37
End Page Number: 52
Publication Date: Oct 1998
Journal: Computational Optimization and Applications
Authors: , ,
Keywords: computational analysis
Abstract:

In this paper, we explore a weakness of a specific implementation of the analytic center cutting plane method applied to convex optimization problems, which may lead to weaker results than Kelly's cutting plane method. Improvements to the analytic center cutting plane method are suggested, and tested on some example problems.

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