A cutting-plane algorithm with linear and geometric rates of convergence

DOI10.1007/BF00934337zbMath0449.65034OpenAlexW2091171302MaRDI QIDQ1147491

D. M. Topkins

Publication date: 1981

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00934337

zbMATH Keywords

cutting-plane algorithmouter approximation methodslinear or geometric global rate of convergence

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25)

Related Items (6)

Some outer approximation methods for semi-infinite optimization problems ⋮ Monotone control laws for noisy, countable-state Markov chains ⋮ Reflections on generating (disjunctive) cuts ⋮ A cutting-plane method for quadratic semi infinite programming problems ⋮ Efficient semidefinite branch-and-cut for MAP-MRF inference ⋮ Accelerating the regularized decomposition method for two stage stochastic linear problems

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the numerical determination of the best approximations in the Chebyshev sense
• Newton's method for convex programming and Tschebyscheff approximation
• Infinitely constrained optimization problems
• Comparison of generalized geometric programming algorithms
• Current state of the art of algorithms and computer software for geometric programming
• A comparison of computational strategies for geometric programs
• The Cutting-Plane Method for Solving Convex Programs
• Accelerating the Cutting Plane Method for Nonlinear Programming
• An Application of Error Bounds for Convex Programming in a Linear Space
• Solution of generalized geometric programs
• A central cutting plane algorithm for the convex programming problem
• Stability Theory for Systems of Inequalities, Part II: Differentiable Nonlinear Systems
• Rates of Stability in Nonlinear Programming
• Computational aspects of cutting-plane algorithms for geometric programming problems
• On Constraint Dropping Schemes and Optimality Functions for a Class of Outer Approximations Algorithms
• Applications of a general convergence theory for outer approximation algorithms
• Bimatrix Equilibrium Points and Mathematical Programming
• Nonlinear Programming: A Numerical Survey
• The Supporting Hyperplane Method for Unimodal Programming
• Convex Analysis
• Cutting-Plane Methods without Nested Constraint Sets
• Letter to the Editor—A Note on Cutting-Plane Methods Without Nested Constraint Sets
• The Progressive Support Method for Convex Programming

This page was built for publication: A cutting-plane algorithm with linear and geometric rates of convergence