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The face simplex method in the cutting plane framework

ContributorsBeltran, Cesar
Collection
  • Cahiers de recherche; 2003.08
Publication date2003
Abstract

In order to maximize a piecewise affine concave function one can basically use the simplex method or an interior point method. As an alternative, we propose the face simplex method. The vertex to vertex scheme of the simplex method is replaced by a more general face to face scheme in the face simplex method. To improve the current iterate, in the face simplex method, one computes the steepest ascent on the current face of the objective function graph and then an exact linesearch determines next iterate. This new procedure can be used in the cutting plane framework as a substitute of the simplex method. As a preliminary numerical test, this new version of the cutting plane method is compared with three other methods : subgradient, Kelley cutting plane and ACCPM.

Keywords
  • Nonsmooth optimization
  • Cutting plane methods
  • Lagrangian relaxation
  • Subgradient method
  • Steepest ascent method
Citation (ISO format)
BELTRAN, Cesar. The face simplex method in the cutting plane framework. 2003
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accessLevelPublic
Identifiers
  • PID : unige:5800
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Technical informations

Creation04/15/2010 12:20:16 PM
First validation04/15/2010 12:20:16 PM
Update time03/14/2023 3:26:38 PM
Status update03/14/2023 3:26:38 PM
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