Cutting Plane Methods Based on the Analytic Barrier for Minimization of a Convex Function Subject to Box-Constraints

We analyze three variants of analytic barrier methods for minimization of a convex function under box-constraints: the classical method of analytic barriers (centres), the proximal method of analytic barriers and the modified proximal method of analytic barriers. We give theoretical and practical co...

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Bibliographic Details
Published inOptimization methods & software Vol. 17; no. 2; pp. 251 - 269
Main Authors Beer, Klaus, Skokov, Viktor A.
Format Journal Article
LanguageEnglish
Published Taylor & Francis Group 01.01.2002
Subjects
Centre Methods
Cutting Plane Methods
Decomposition Algorithms
Nondifferentiable Optimization
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Summary:We analyze three variants of analytic barrier methods for minimization of a convex function under box-constraints: the classical method of analytic barriers (centres), the proximal method of analytic barriers and the modified proximal method of analytic barriers. We give theoretical and practical complexity estimates of these methods and based on numerical tests outline their dependence on the used control parameters. We consider also the case where the objective function is not given in explicit analytic form and may not be defined everywhere.
ISSN:1055-6788
1029-4937
DOI:10.1080/1055678021000012453