Research Reports from the Department of Operations
Document Type
Report
Publication Date
2-1-1979
Abstract
A cutting-plane algorithm is proposed for minimizing a continuously differentiable convex function of n variables. One notable feature of this algorithm is that each cut is actually a supporting hyperplane, which does not require an iterative procedure. To initiate the whole process, a phase I method based on the complementary pivoting algorithms will be used. Of particular interest is the one-dimensional version of the cutting-plane algorithm, which reduces to a new form of line search.
Keywords
Operations research, Algorithms, Convex functions, Mathematical optimization
Publication Title
Technical Memorandums from the Department of Operations, School of Management, Case Western Reserve University
Issue
Technical memorandum no. 452
Rights
This work is in the public domain and may be freely downloaded for personal or academic use
Recommended Citation
Solow, Daniel, "An Efficient Cutting Plane Algorithm for Unconstrained Convex Minimization" (1979). Research Reports from the Department of Operations. 178.
https://commons.case.edu/wsom-ops-reports/178