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Cutting Plane Method

Cutting Plane Method improves candidate solutions according to an objective function.

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Quick Facts

Compact metadata for implementation and discovery.

Category: Optimization
Difficulty: Intermediate
Family: Optimization
Tier: Extended
Status: Verified
Review: Source Checked
Sources: 1
Formulas: 1
Relationships: 1
Code example: Ready
Visualization: Ready

Overview

Cutting Plane Method is an optimization method that updates candidate solutions using objective values, gradients, constraints, or local models. It is useful when the objective landscape, constraints, or update cost fit the method's assumptions.

Core Concepts

objective functionsearch directionconstraint handlingcandidate updatestopping rule

Quick facts

Complexity

Runtime and memory behavior at a glance.

Best

O(t)

Average

O(t c)

Worst

O(t c)

Space

O(n)

When to Use

Use Cutting Plane Method when the objective, gradients, constraints, or local model fit its update rule.
Use it when progress diagnostics can be logged during the search.

When Not to Use

Avoid when the objective cannot be evaluated reliably.
Avoid when constraints or non-smooth behavior violate the update assumptions.

What It Does

Evaluates candidate solutions
Updates parameters or search regions
Seeks a lower-cost or higher-reward result

Use Cases

Model fitting
Operations planning
Parameter tuning

Inputs

Objective function
Parameters or candidate solution
Constraints or step settings

Outputs

Improved parameters
Objective value
Convergence status

Key Formulas (1)

Cutting plane

f(x) ≥ f(x_i) + g_i^T · (x − x_i)

f(x) >= f(x_i) + g_i^T * (x - x_i)

Adds a linear lower bound from a subgradient at a sampled point.

Pseudocode

1.Initialize candidate parameters
2.Evaluate the objective, gradient, constraint, or local model
3.Choose a step, search direction, or candidate update
4.Repeat until convergence or budget is reached
5.Return the best candidate found

Canonical Example

Input: objective J(x), initial x = 0
Output: improved candidate x
Explanation: Cutting Plane Method evaluates the objective and updates the candidate according to its search rule.

Implementation Notes

Log objective values, constraint residuals, and step sizes.
Use safeguards for failed line searches, invalid gradients, or stalled progress.

Common Pitfalls

Using a fixed step rule without monitoring progress can diverge.
Comparing methods only by final value hides constraint violations or instability.

Interactive Mechanism Walkthrough

Iterative Convergence & State Trajectory

Show candidate points moving across the objective landscape.

Step 1 of 5: Initialize candidate parameters

optimization

Notes

Cutting Plane Method operates in O(t c) time and O(n) space within the Optimization family. Key governing relation: f(x) >= f(x_i) + g_i^T * (x - x_i). Often compared with Gradient Descent and Newton's Method.

Sources (1)

What each reference supports for this entry.

Boyd and Vandenberghe Convex Optimization

Book

Convex optimization reference for constrained or nonsmooth methods related to Cutting Plane Method.

Open source

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Conceptual neighborGradient Descent

Optimization · Foundation

Cutting Plane Method and Gradient Descent address nearby optimization problems but make different implementation tradeoffs.

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