A method for convex curve approximation

被引：23
|
作者：
Yang, XQ
Goh, CJ
机构：
[1] Department of Mathematics, University of Western Australia, Nedlands, WA
来源：
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH | 1997年 / 97卷 / 01期
基金：
澳大利亚研究理事会;
关键词：
convex curve; approximation method; quadratic convergence; bi-criteria network program;
D O I：
10.1016/0377-2217(95)00368-1
中图分类号：
C93 [管理学];
学科分类号：
12 ; 1201 ; 1202 ; 120202 ;
摘要：
In this paper, a new sandwich method is introduced to approximate a convex curve in R(2). This method requires only function evaluation and the solution of a number of scalar optimization problems. A quadratic convergence property of the method is established, that is, the total number of optimization problems solved is bounded by a constant multiple of the square root of the inverse of the given error. An application to approximation of the efficient frontier of a bi-criteria convex quadratic network program is given.
引用
收藏
页码：205 / 212
页数：8
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