Letter to the Editor—A Note on Cutting-Plane Methods Without Nested Constraint Sets
Donald M. Topkis · Operations Research · 1970
This note shows that a framework I developed earlier can be used to give a simplified proof of conditions given by Eaves and Zangwill (which weaken the uniform concavity requirement on my earlier objective function) under which inactive constraints may be dropped after each subproblem in cutting-plane algorithms. Here the convergence rate I established previously as an extension of the results of Levitin and Polyak is improved and its application extended.