Groupe d’études et de recherche en analyse des décisions

G-96-12

On Improvements to the Analytic Center Cutting Plane Method

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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 Kelley's cutting plane method. Improvements to the analytic center cutting plane method are suggested, and tested on some example problems.

, 22 pages

Ce cahier a été révisé en mai 1997