An Analyti Center Cutting Plane Method
نویسندگان
چکیده
منابع مشابه
Localization and Cutting-Plane Methods
4 Some specific cutting-plane methods 12 4.1 Bisection method on R . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13 4.2 Center of gravity method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14 4.3 MVE cutting-plane method . . . . . . . . . . . . . . . . . . . . . . . . . . . 15 4.4 Chebyshev center cutting-plane method . . . . . . . . . . . . . . . . . . . . . 16 4.5 ...
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Under the condition that the values of mapping F are evaluated approximately, we propose a proximal analytic center cutting plane algorithm for solving variational inequalities. It can be considered as an approximation of the earlier cutting plane method, and the conditions we impose on the corresponding mappings are more relaxed. The convergence analysis for the proposed algorithm is also give...
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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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