Homogeneous Analytic Center Cutting Plane Methods for Convex Problems and Variational Inequalities
نویسندگان
چکیده
In this paper we consider a new analytic center cutting plane method in a projective space. We prove the eeciency estimates for the general scheme and show that these results can be used in the analysis of a 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.
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ورودعنوان ژورنال:
- SIAM Journal on Optimization
دوره 9 شماره
صفحات -
تاریخ انتشار 1999