Abstract
An algorithm is developed for solving the convex programming problem which iteratively proceeds to the optimum by constructing a cutting plane through the center of a polyhedral approximation to the optimum. This generates a sequence of primal feasible points whose limit points satisfy the Kuhn—Tucker conditions of the problem. Additionally, we present a simple, effective rule for dropping prior cuts, an easily calculated bound on the objective function, and a rate of convergence.
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Elzinga, J., Moore, T.G. A central cutting plane algorithm for the convex programming problem. Mathematical Programming 8, 134–145 (1975). https://doi.org/10.1007/BF01580439
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DOI: https://doi.org/10.1007/BF01580439