Towards a Practical Volumetric Cutting Plane Method for Convex Programming
نویسنده
چکیده
We consider the volumetric cutting plane method for nding a point in a convex set C < n that is characterized by a separation oracle. We prove polynomiality of the algorithm with each added cut placed directly through the current point, and show that this \central cut" version of the method can be implemented using no more than 25n constraints at any time. with support from a CORE fellowship.
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ورودعنوان ژورنال:
- SIAM Journal on Optimization
دوره 9 شماره
صفحات -
تاریخ انتشار 1998