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Abstract

We present a generalization of the conventional cutting plane algorithm for the solution of nonconvex optimization problems with nonsmooth inequality constraints. The cuts are effected using spheres rather than hyperplanes.

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Polak, E., Royset, J. Cutting Sphere Algorithm. Journal of Optimization Theory and Applications 119, 379–385 (2003). https://doi.org/10.1023/B:JOTA.0000005451.29955.60

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  • DOI: https://doi.org/10.1023/B:JOTA.0000005451.29955.60

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