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

• Published in: Optimization methods & software Vol. 17; no. 2; pp. 251 - 269
• Main Authors: Beer, Klaus, Skokov, Viktor A.
• Format: Journal Article
• Language: English
• Published: Taylor & Francis Group 01.01.2002
• Subjects: Centre Methods; Cutting Plane Methods; Decomposition Algorithms; Nondifferentiable Optimization

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...