On the Relation between the Extended Supporting Hyperplane Algorithm and Kelley's Cutting Plane Algorithm

Felipe Serrano, Robert Schwarz, Ambros Gleixner

Recently, Kronqvist et al.~\cite{KronqvistLundellWesterlund2016} rediscovered the supporting hyperplane algorithm of Veinott~\cite{Veinott1967} and demonstrated its computational b…