Abstract
An application of the concept of analytic centers to generic nondifferentiable minimization problem is shown. The proposed method is based on a cutting planes technique defining a sequence of linear programming problems. Every such sub-problem is solved using a projective method for computing an analytic center of a polytope. It is equivalent to minimizing Karmarkar’s potential. Supporting hyper-planes are generated in approximated analytic centers. The algorithm is compared with the older projective one. Numerical results are given.
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Altman, A. (1993). An Application of the Analytic Centers to a Generic Nondifferentiable Minimization Problem. In: Wessels, J., Wierzbicki, A.P. (eds) User-Oriented Methodology and Techniques of Decision Analysis and Support. Lecture Notes in Economics and Mathematical Systems, vol 397. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-22587-5_16
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DOI: https://doi.org/10.1007/978-3-662-22587-5_16
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