A Randomized Cutting Plane Method with Probabilistic Geometric Convergence

DOI10.1137/080742506zbMath1211.90169OpenAlexW2083543317MaRDI QIDQ3083327

Fabrizio Dabbene, P. S. Shcherbakov, Boris T. Polyak

Publication date: 21 March 2011

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/080742506

zbMATH Keywords

convex optimizationlinear matrix inequalitiesrandomized algorithmshit-and-run

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Numerical optimization and variational techniques (65K10) Stochastic programming (90C15)

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Uses Software

• SeDuMi
• YALMIP

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