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Multiple Cuts in the Analytic Center Cutting Plane Method

Goffin, Jean-Louis
Year 1998
Collection Cahiers de recherche; 1998.10
Abstract We analyze the multiple cut generation scheme in the analytic center cutting plane method. We propose an optimal primal dual updating direction when the cuts are central. The direction is optimal in the sense that it maximizes the product of the new dual slacks and of the new primal variables within the trust regions defined by Dikin's primal and dual ellipsoids. The new primal and dual directions use the variance-covariance matrix of the normals to the new cuts in the metric given by Dikin's ellipsoid
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GOFFIN, Jean-Louis, VIAL, Jean-Philippe. Multiple Cuts in the Analytic Center Cutting Plane Method. 1998 https://archive-ouverte.unige.ch/unige:5898

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Deposited on : 2010-04-15

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