A cutting method for finding discrete minimax with dropping of cutting planes (Q2263093)

Cutting algorithms with partial embedding of the admissible set and with periodical dropping of planes are commonly used in solving conditional minimization problems. The authors extend the implementation to cutting methods that do not approximate the feasible set, but the epigraph of the objective function. The proposed method provides the possibility to update embedding epigraph sets due to the periodically dropping of the arbitrary number of planes constructed in the solution process. The convergence of the proposed method is established.