Polyhedral Approximations in Convex Optimization

author: Dimitri Bertsekas, Center for Future Civic Media, Massachusetts Institute of Technology, MIT
published: Dec. 20, 2008,   recorded: December 2008,   views: 13061

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We propose a unifying framework for solution of convex programs by polyhedral approximation. It includes classical methods, such as cutting plane, Dantzig-Wolfe decomposition, bundle, and simplicial de- composition, but also includes refinements of these methods, as well as new methods that are well-suited for important large-scale types of problems, arising for example in network optimization.

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