AN EXTERIOR POINT METHOD FOR THE CONVEX-PROGRAMMING PROBLEM

被引：4

作者：

ANDRUS, JF

机构：

[1] Department of Mathematics, University of New Orleans, New Orleans, Louisiana

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1992年 / 72卷 / 01期

关键词：

NONLINEAR PROGRAMMING; CONVEX PROGRAMMING; GRADIENT PROJECTIONS; OPTIMIZATION;

D O I：

10.1007/BF00939949

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

This paper gives a proof of convergence of an iterative method for maximizing a concave function subject to inequality constraints involving convex functions. The linear programming problem is an important special case. The primary feature is that each iteration is very simple computationally, involving only one of the constraints. Although the paper is theoretical in nature, some numerical results are included.

引用

页码：37 / 63

页数：27

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