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A sequential cutting plane algorithm for solving convex NLP problems [An article from: European Journal of Operational Research]
Book Details
Author(s)C. Still, T. Westerlund
PublisherElsevier
ISBN / ASINB000RR9VRO
ISBN-13978B000RR9VR5
MarketplaceFrance 🇫🇷
Description
This digital document is a journal article from European Journal of Operational Research, published by Elsevier in 2006. The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.
Description:
In this paper we look at a new algorithm for solving convex nonlinear programming optimization problems. The algorithm is a cutting plane-based method, where the sizes of the subproblems remain fixed, thus avoiding the issue with constantly growing subproblems we have for the classical Kelley's cutting plane algorithm. Initial numerical experiments indicate that the algorithm is considerably faster than Kelley's cutting plane algorithm and also competitive with existing nonlinear programming algorithms.
Description:
In this paper we look at a new algorithm for solving convex nonlinear programming optimization problems. The algorithm is a cutting plane-based method, where the sizes of the subproblems remain fixed, thus avoiding the issue with constantly growing subproblems we have for the classical Kelley's cutting plane algorithm. Initial numerical experiments indicate that the algorithm is considerably faster than Kelley's cutting plane algorithm and also competitive with existing nonlinear programming algorithms.
