Homogeneous Analytic Center Cutting Plane Methods for Convex Problems and Variational Inequalities.

Abstract

In this paper we consider a new analytic center cutting plane method in a projective space. We prove the efficiency for the general scheme and show that these results can be used in the analysis of a feasability problem, the variational inequality problem and the problem if constrained minimization. Our analysis is valid even for the problems whose solution belongs to the boundary of the domain.EVALUATION