Cutting-plane methods

Our discussion leader for part of the next two sessions (Thursday, Oct 8 and Wednesday, Oct 14) is Albert Xin, who will be discussing cutting-plane methods.

For Thursday, Oct 8:

• Nonlinear Programming (2nd Ed), Bertsekas. Sections 6.3.3

• Boyd and Vandenberghe, Localization and Cutting-Plane Methods (course notes)

For Wednesday, Oct 14:

• Boyd et al., Analytic Center Cutting-Plane Method

• Section 4 of Goffin & Vial, Convex Nondifferentiable Optimization: A Survey Focussed On The Analytic Center Cutting Plane Method