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Homogenous analytic center cutting plane methods for convex problems and variational inequalities

Collection
  • Cahiers de recherche; 1997.18
Publication date1997
Abstract

In this paper we consider a new analytic center cutting plane method in a projective space.We prove the efficiency estimates for the general scheme and show that these results can be used in the analysis of feasibility problem, the variational inequality problem and the problem of constrained minimization. Our analysis is valid even for the problems whose solution belongs to the boundary of the domain

Citation (ISO format)
NESTOROV, Yurii, VIAL, Jean-Philippe. Homogenous analytic center cutting plane methods for convex problems and variational inequalities. 1997
Identifiers
  • PID : unige:5915
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