A nontangential cutting plane algorithm

DOI10.1016/S0167-6377(02)00104-9MaRDI QIDQ1612001zbMATH OpenOpenAlexFDO

Authors Siriphong Lawphongpanich

Publication date 28 August 2002

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-6377(02)00104-9, http://hdl.handle.net/10945/15375

zbMATH Keywords

convex programcutting plane algorithmdecompositionLagrangian dual problemlarge-scale system

Mathematics Subject Classification ID

Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46)

Review text

The author examines the cutting plane algorithm for solving the Lagrangian dual problem of a convex program. This paper demonstrates that the algorithm still converges to an optimal solution when cuts are nontangential or generated by not solving the optimality or nearly so. Computational results from randomly generated linear and quadratic programming problems indicate that nontangential cuts can lead to a more efficient algorithm.

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Cites work

• Convergence Conditions for Nonlinear Programming Algorithms
• Decomposition Principle for Linear Programs
• scientific article; zbMATH DE number 417962 (Why is no real title available?)
• Inexact Cuts in Benders Decomposition
• Linear programming. 1: Introduction. Incl. 1 CD-ROM

Cited in

(6)

• Multiple Cuts in Separating Plane Algorithms
• Nonorthogonal Two-Dimensional Cutting Patterns
• scientific article; zbMATH DE number 1194043 (Why is no real title available?)
• CUTTING PLANE WITH NON-UNIFORM DISTRIBUTIONS
• Nonuniform corner cutting
• Cutting planes and the parameter cutwidth

Describes a project that uses

Uses Software

• GAMS
• CPLEX
• MINOS

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