Letter to the Editor—A Note on Cutting-Plane Methods Without Nested Constraint Sets
نویسندگان
چکیده
منابع مشابه
A note on central cutting plane methods for convex programming
Most cutting plane methods, like that of Kelley and Cheney and Goldstein solve a linear approximation (localization) of the problem, and then generate an additional cut to remove the linear program's optimal point. Other methods, like the \central cutting" plane methods, calculate a center of the linear approximation and then adjust the level of the objective, or separate the current center fro...
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Interior point methods have proven very successful at solving linear programming problems. When an explicit linear programming formulation is either not available or is too large to employ directly, a column generation approach can be used. Examples of column generation approaches include cutting plane methods for integer programming and decomposition methods for many classes of optimization pr...
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General conditions are given for the convergence of a class of cutting-plane algorithms without requiring that the constraint sets for the subprobleras be sequentially nested. Conditions are given under which inactive constraints may be dropped after each subproblem. Procedures for generating cutting-planes include that of Kelley [4] and a generalization of that used by Zoutendijk [12] and Vein...
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ژورنال
عنوان ژورنال: Operations Research
سال: 1970
ISSN: 0030-364X,1526-5463
DOI: 10.1287/opre.18.6.1216