A disjunctive cutting plane algorithm for the extreme point mathematical programming problem (Q1058456)
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English | A disjunctive cutting plane algorithm for the extreme point mathematical programming problem |
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A disjunctive cutting plane algorithm for the extreme point mathematical programming problem (English)
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1985
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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.
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cutting plane algorithm
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extreme point mathematical programming problem
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computational experience
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