On Improvements to the Analytic Center Cutting Plane Method

Authors:
O. Du Merle;J.-L. Goffin;J.-P. Vial
Affiliations:
Département HEC, Université de Genève, Geneva, Switzerland;GERAD, Faculty of Management, McGill University, Montréal, Canada. E-mail: jlg@crt.umontreal.ca;Département HEC, Université de Genève, Geneva, Switzerland
Venue:
Computational Optimization and Applications
Year:
1998

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Abstract

We consider the class of incremental gradient methods for minimizing a sum of continuously differentiable functions. An importantnovel feature of our analysis is that the stepsizes are kept bounded awayfrom zero. We derive the first convergence ...