A projection cutting plane algorithm for convex programming problems

摘要

The solution of a convex programming problem of the form is considered. The complexity of cutting plane methods for these problems depends on m + n. In this paper, the problem is reformulated as min{ϕ0(x) | x ϵ ω}, where , and the complexity depends only on n. How the cutting plane is found in the new formulation is discussed, together with a complexity analysis of this operation. Finally, an example where the projection cutting plane algorithm is more efficient than standard cutting plane methods is presented.