2000 | OriginalPaper | Buchkapitel
Using Analytic Center and Cutting Planes Methods for Nonsmooth Convex Programming
verfasst von : Paulo Roberto Oliveira, Marcos Augusto dos Santos
Erschienen in: Optimization
Verlag: Springer Berlin Heidelberg
Enthalten in: Professional Book Archive
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We propose a method for unconstrained minimization of nondifferentiable convex functions. At each iteration, the algorithm includes a reinitialization procedure, due to a knew cut, and some iterations of the analytic center method, those necessary to lower the upper bound of the best iterate function value. The convergence and the polynomial complexity by iteration are established, and numerical tests with typical problems from the literature are presented. The results are similar to those obtained by bundle methods and the algorithms that use analytic center.