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: | Vial J.-P., Goffin J.-L., Merle O. Du |
Keywords: | computational analysis |
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.