An Improved Cutting Plane Method for Convex Optimization, Convex-Concave Games and its Applications

Haotian Jiang, Yin Tat Lee, Zhao Song +1

Given a separation oracle for a convex set $K\subset {\mathbb{R}}^n$ that is contained in a box of radius $R$, the goal is to either compute a point in $K$ or prove that $K$ does no…