1996•RePEc: Research Papers in EconomicsRequires access
On the Comparative Behaviour of Kelley's Cutting Plane Method and the Analytic Center Cutting Plane Method
O. du Merle, J.-L. Goffin, J-Ph. Vial
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Abstract
In this paper, we explore a weakness of a specific implementation of the analytic center cutting plane method applied to convex optimization problems, which may lead to weaker results that Kelley's cutting plane method. Improvements to the analytic center cutting plane method are suggested.