Lecture 7: Example: Piecewise Linear Minimization
published: July 21, 2010, recorded: April 2008, views: 3463
released under terms of: Creative Commons Attribution Non-Commercial (CC-BY-NC)
Report a problem or upload filesIf you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
Doesn’t really matter what it is. You find the analytic center of the polyhedron, which is to say more precisely, you find the analytic center of the linear inequalities that represent the polyhedron. And you query the cutting-plane oracle at that point. If that point is in your target set, you quit. Otherwise, you add, you append this new cutting-plane to the set. Of course, what happens now is your point X (K+1) is not in P (K+1) by definition. Well, sorry. It might be in it if it’s a neutral cut, but it’s on the boundary. ...
See the whole transcript at Convex Optimization II - Lecture 07
Link this pageWould you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !