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Journal of the Operational Research Society Volume 27, 1976 - Issue 3
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Theoretical Paper

Improving the Speed of Convergence of the Supporting Hyperplane Algorithm

D. R. AtkinsThe University of British ColumbiaVancouverCanada
Pages 589-595 | Published online: 19 Dec 2017
 
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Abstract

Difficulties experienced with slow terminal convergence near the optimum when using the supporting hyperplane algorithm are shown to be slightly alleviated by the use of a quadratic approximation that is very simple to use. Some comments from experience with the use of this technique are given.

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