Cutting plane algorithms for maximum problems
By: Siriphong Lawphongpanich, and Donald W. Hearn
Contributors: Hearn, D. W. (Donald W.); Naval Postgraduate School (U.S.). Dept. of Operations Research
Publisher: Naval Postgraduate School; Available from National Technical Information Service
Published: 1991
Place of publication: Monterey, Calif; Springfield, Va
Language: eng
Number of pages: 41
Subjects: Cutting; Algorithms; Mathematical programming; Inequalities
Other titles: NPS-OR-92-008.
Description: This paper unifies the development of the cutting plane algorithm for mathematical programs      and variational inequalities by providing one common framework for establishing convergence.      strategies for generating cuts are provided for cases in which the algorithm yields easy and      difficult subproblems. When the subproblem is easy to solve, a line search is added and a      deep cut is selected to accelerate the algorithm. On the other hand, when the subproblem is      difficult to solve, the problem is only solved approximately during the early iterations. This      corresponds to generating cuts which are nontangential to the underlying objective function.      Moreover, in the case of variational inequalities, it is shown further that the subproblem can be      eliminated entirely from the algorithmic steps, thereby making the resulting algorithm especially      advantageous.
Notes: Cover title.

"NPS-OR-92-008."

"December 1991."

AD A245 788.

Includes bibliographical references (p. 39-40)