Generalized Cutting Plane Algorithms

B. Curtis Eaves; W. I. Zangwill

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SIAM Journal on Cont...arrow_drop_down

SIAM Journal on Control

Article . 1971 . Peer-reviewed

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https://dx.doi.org/10.1137/030...

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Generalized Cutting Plane Algorithms

descriptionPublicationkeyboard_double_arrow_right Article 01 Nov 1971 English Publisher:Society for Industrial & Applied Mathematics (SIAM)Journal:SIAM Journal on Control, volume 9, pages 529-542 (issn: 0036-1402,

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Authors: B. Curtis Eaves; W. I. Zangwill;

doi: 10.1137/0309037

Generalized Cutting Plane Algorithms

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Abstract

This paper introduces a master cutting plane algorithm for nonlinear programming that isolates the points it generates from one another until a solution is achieved. The master algorithm provides a foundation for the study of cutting plane algorithms and directs the way for development of procedures which permit deletion of old cuts.

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