A disjunctive cutting plane algorithm for the extreme point mathematical programming problem (Q1058456): Difference between revisions

We develop a finitely convergent cutting plane algorithm for the extreme point mathematical programming problem. Two types of disjunctive cutting planes are used. One is based on a combinatorial disjunction, and the other is a disjunctive face cut. Other existing methods for this problem are limited to certain dual types of extreme point ranking techniques (which do not find a feasible solution until optimality) and some non- convergent cutting plane algorithms, for all of which no computational experience exists. We provide computational experience for the problem, and include a heuristic for obtaining good starting solutions.