×

A central cutting plane algorithm for the convex programming problem. (English) Zbl 0318.90048


MSC:

90C25 Convex programming
65K05 Numerical mathematical programming methods
49M99 Numerical methods in optimal control
Full Text: DOI

References:

[1] E.W. Cheney and A.A. Goldstein, ”Newton’s method for convex programming and Tchebycheff approximation”,Numerische Mathematik 1 (1959) 243–268. · Zbl 0113.10703 · doi:10.1007/BF01386389
[2] G.B. Dantzig,Linear programming and extensions (Princeton University Press, Princeton, N.J., 1963). · Zbl 0108.33103
[3] B.C. Eaves and W.I. Zangwill, ”Generalized cutting plane algorithms”,SIAM Journal on Control 9 (1971) 529–542. · doi:10.1137/0309037
[4] D.J. Elzinga and T.G. Moore, ”Computational experience with the central cutting plane algorithm”, in:Proceedings of ACM annual conference, Atlanta, Georgia, 1973, pp. 451–455.
[5] A.M. Geoffrion, ”Elements of large-scale mathematical programming”,Management Science 16 (1970) 652–691. · Zbl 0209.22801 · doi:10.1287/mnsc.16.11.652
[6] J.E. Kelley, Jr., ”The cutting-plane method for solving convex programs”,Journal of the Society for Industrial and Applied Mathematics 8 (1960) 703–712. · Zbl 0098.12104 · doi:10.1137/0108053
[7] H.W. Kuhn and A.W. Tucker, ”Nonlinear programming”, in: J. Neyman, ed.,Proceedings of the second Berkeley symposium on mathematical statistics and probability (University of California Press, Berkeley, Calif., 1951) pp. 481–492. · Zbl 0044.05903
[8] T.G. Moore, ”The central cutting plane algorithm”, unpublished Ph.D. thesis, The Johns Hopkins University (1973).
[9] G.L. Nemhauser and W.B. Widhelm, ”A modified linear program for columnar methods in mathematical programming”,Operations Research 19 (1971) 1051–1060. · Zbl 0223.90018 · doi:10.1287/opre.19.4.1051
[10] M.L. Slater, ”Lagrange multipliers revisited: a contribution to nonlinear programming”,Cowles Commission Discussion Paper, Mathematics 403 (1950).
[11] D.M. Topkis, ”Cutting plane methods without nested constraint sets”,Operations Research 18 (1970) 404–413. · Zbl 0205.21903 · doi:10.1287/opre.18.3.404
[12] D.M. Topkis, ”A note on cutting plane methods without nested constraint sets”,Operations Research 18 (1970) 1216–1220. · Zbl 0229.90043 · doi:10.1287/opre.18.6.1216
[13] A.F. Veinott, Jr., ”The supporting hyperplane method for unimodal programming”,Operations Research 15 (1967) 147–152. · Zbl 0147.38604 · doi:10.1287/opre.15.1.147
[14] P. Wolfe, ”Convergence theory in nonlinear programming”, in: J. Abadie, ed.,Integer and nonlinear programming (North-Holland, Amsterdam, 1970) pp. 1–36. · Zbl 0336.90045
[15] P. Wolfe, private communication (1974).
[16] W.I. Zangwill,Nonlinear programming: a unified approach (Prentice-Hall, Englewood Cliffs, N.J., 1969). · Zbl 0195.20804
[17] G. Zoutendijk, ”Nonlinear programming: a numerical survey”,SIAM Journal on Control 4 (1966) 194–210. · Zbl 0146.13303 · doi:10.1137/0304019
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.