A NOTE ON CUTTING-PLANE METHODS WITHOUT NESTED CONSTRAINT SETS

Abstract

It is shown that the framework of AD-694 457 can be used to give a simplified proof of conditions given by Eaves and Zangwill (which weaken the uniform concavity requirement on the objective function used by the author in AD-694 457) under which inactive constraints may be dropped after each subproblem in cutting-plane algorithms. The convergence rate established in AD- 694 457 is improved and its application extended. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1969
Accession Number
AD0700697

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  • Donald M. Topkis

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  • University of California, Berkeley

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