Convex Nondifferentiable Optimization: A Survey Focussed On The Analytic Center Cutting Plane Method.

Convex Nondifferentiable Optimization: A Survey Focussed On The Analytic Center Cutting Plane Method. (1999)

by Jean-louis Goffin , Jean-Philippe Vial

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Datum	Value	Source
TITLE	Convex Nondifferentiable Optimization: A Survey Focussed On The Analytic Center Cutting Plane Method.	user correction - Legacy Corrections
AUTHOR NAME	Jean-louis Goffin	user correction - Legacy Corrections
AUTHOR AFFIL	; GERAD/Faculty of Management, McGill University, 1001; LOGILAB/Management Studies, University of Geneva; 1	user correction - Legacy Corrections
AUTHOR ADDR	; Sherbrooke West, Montreal,; Que., H3A 1G5, Canada.; 102, Bd Carl-Vogt, CH-1211; Gen`eve 4, Switzerland.	user correction - Legacy Corrections
AUTHOR NAME	Jean-Philippe Vial	user correction - Legacy Corrections
ABSTRACT	We present a survey of nondifferentiable optimization problems and methods with special focus on the analytic center cutting plane method. We propose a self-contained convergence analysis, that uses the formalism of the theory of self-concordant functions, but for the main results, we give direct proofs based on the properties of the logarithmic function. We also provide an in depth analysis of two extensions that are very relevant to practical problems: the case of multiple cuts and the case of deep cuts. We further examine extensions to problems including feasible sets partially described by an explicit barrier function, and to the case of nonlinear cuts. Finally, we review several implementation issues and discuss some applications.	user correction - Legacy Corrections
YEAR	1999	user correction - Legacy Corrections
CITATIONS	90 found	ParsCit 1.0