A nontangential cutting plane algorithm
Loading...
Authors
Lawphongpanich, Siriphong
Subjects
Regression analysis.
Classification.
Oceanography.
Earthquakes.
Classification.
Oceanography.
Earthquakes.
Advisors
Date of Issue
2001-06-01
Date
Publisher
Monterey, California. Naval Postgraduate School
Language
Abstract
The cutting plane algorithm typically generates cuts that are tangential, or nearly so, to the Lagrangian dual function of the underlying optimization problem. This paper demonstrates that the algorithm still converges to an optimal solution when cuts are nontangential. These cuts are generated by not solving the subproblems to optimality or nearly so. Computational results from randomly generated linear and quadratic programming problems indicate that nontangential cuts can lead to a more efficient algorithm.
Type
Technical Report
Description
Series/Report No
Department
Electrical and Computer Engineering
Operations Research
Organization
Graduate School of Operational and Information Sciences (GSOIS)
Identifiers
NPS Report Number
NPS-OR-01-008