CutPlane.h File Reference

#include "NDOSlver.h"
#include "OsiSolverInterface.hpp"

Go to the source code of this file.

Classes
class	CutPlane

Namespaces
namespace	NDO_di_unipi_it

Macros
#define	__CutPlane   /* self-identification: #endif at the end of the file */

Detailed Description

Definition of the CutPlane class, which implements the NDOSolver interface for NonDifferentiable Optimization Solvers, as described in NDOSlver.h, using Kelley's "Cutting Plane" algorithm.

The class requires that the function to be minimized be available under the form of a FiOracle object, as described in FiOracle.h.

Author

Vitor Barbosa
Algoritmi Research Unit
Universidade do Minho

Filipe Alvelos
Grupo de Optimizacao e Investigacao Operacional
Departamento de producao e Sistemas
Universidade do Minho

Antonio Frangioni
Dipartimento di Informatica
Universita' di Pisa

Copyright

© by Vitor Barbosa, Filipe Alvelos, Antonio Frangioni