Faster cutting plane method?

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Kyle Hubert

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Nov 4, 2015, 3:24:12 PM11/4/15
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Hello,

Is this implementable in CVXOPT?


In what way does the interior point method used in CVXOPT differ from this proposed cutting plane method?

Thanks,
-Kyle

Joachim Dahl

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Nov 5, 2015, 2:06:18 AM11/5/15
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It is not implemented in CVXOPT.

Probably few people have had time to understand that paper well enough to provide a practical implementation,  but I would imagine that this algorithm is vastly different from the methods implemented in CVXOPT.

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