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)
Document Details
- Document Type
- Technical Report
- Publication Date
- Dec 01, 1969
- Accession Number
- AD0700697
Entities
People
- Donald M. Topkis
Organizations
- University of California, Berkeley