Article ID Journal Published Year Pages File Type
482749 European Journal of Operational Research 2006 21 Pages PDF
Abstract

In this paper we look at a new algorithm for solving convex nonlinear programming optimization problems. The algorithm is a cutting plane-based method, where the sizes of the subproblems remain fixed, thus avoiding the issue with constantly growing subproblems we have for the classical Kelley’s cutting plane algorithm. Initial numerical experiments indicate that the algorithm is considerably faster than Kelley’s cutting plane algorithm and also competitive with existing nonlinear programming algorithms.

Related Topics
Physical Sciences and Engineering Computer Science Computer Science (General)
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