Goffin, Jean-Louis; Vial, Jean-Philippe - In: Mathematical Methods of Operations Research 49 (1999) 1, pp. 149-169
We analyze the two cut generation scheme in the analytic center cutting plane method. We propose an optimal updating direction when the two cuts are central. The direction is optimal in the sense that it maximizes the product of the new slacks within the trust region defined by Dikin's...
