Analytic Center Cutting-Plane Method
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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 ...
متن کاملA Proximal Analytic Center Cutting Plane Algorithm for Solving Variational Inequality Problems
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...
متن کاملAn Analytic Center Cutting Plane Method for Semideenite Feasibility Problems
Semideenite feasibility problems arise in many areas of operations research. The abstract form of these problems can be described as nding a point in a nonempty bounded convex body ? in the cone of symmetric positive semideenite matrices. Assume that ? is deened by an oracle, which for any given m m symmetric positive semideenite matrix ^ Y either connrms that ^ Y 2 ? or returns a cut, i.e., a ...
متن کاملHomogeneous Analytic Center Cutting Plane Methods for Convex Problems and Variational Inequalities
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 th...
متن کاملA brief tutorial on ACCPM
The aim of this tutorial is to help users to formulate and solve a large variety of problems through the analytic center cutting plane method. We first briefly review the class of problems that are solvable by accpm and sketch the principles that underlie accpm. We discuss the organization of accpm as a general cutting plane method, and present its three modules: the oracle, the coordinator and...
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تاریخ انتشار 2007