Add first cut at xhat and at 2 * xbar - xhat, which creates a vertex in the approximation at xbar
In subsequent iterations, project the point xvar, xvarsqrd onto xvarsqrd >= xvar * xvar -- call the point x_star -- and add a cut at x_star and 2 * xbar - x_star, creating a vertex in the approximation at xbar.
xhat
and at2 * xbar - xhat
, which creates a vertex in the approximation atxbar
xvar, xvarsqrd
ontoxvarsqrd >= xvar * xvar
-- call the pointx_star
-- and add a cut atx_star
and2 * xbar - x_star
, creating a vertex in the approximation atxbar
.Simple demonstration:
min (x - (-73.2))**2
main
,tolerance = 1e-06
:This PR,
tolerance = 1e-06
:This PR but make cut a
xhat
every iteration,tolerance = 1e-06