A cutting-plane method without inclusions of approximating sets for conditional minimization (Q748232)

The authors present a minimization method which belongs to the class of cutting-planes methods. They propose a cutting-plane method with partially embedding of a feasible set for solving a conditional minimization problem. The proposed method does not require that each approximating set should be included in the previous one. This feature allows to update the approximating sets using periodically dropping of constructed cutting hyperplanes, making this method useful from the practical viewpoint. The convergence proof of the method is given, as well as the estimation of the solution's accuracy.