An inner approximation method incorporating with a penalty function method for a reverse convex programming problem

DOI10.1016/S0377-0427(02)00418-1zbMATH Open1007.65043OpenAlexW2012053324MaRDI QIDQ697546FDOQ697546

Authors Syuuji Yamada, Tetsuzo Tanino, Masahiro Inuiguchi 

Publication date 17 September 2002

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0377-0427(02)00418-1

zbMATH Keywords

global optimizationnumerical examplesglobal convergencedual problempenalty function methodinner approximation methodreverse convex programming problem

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25)

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Cites work

• scientific article; zbMATH DE number 417962 (Why is no real title available?)
• scientific article; zbMATH DE number 914364 (Why is no real title available?)
• Convex analysis and global optimization
• Handbook of global optimization
• Inner approximation method for a reverse convex programming problem
• Optimization on low rank nonconvex structures
• Quasiconjugates of functions, duality relationship between quasiconvex minimization under a reverse convex constraint and quasiconvex maximization under a convex constraint, and applications

Cited in

(2)

• Inner approximation method for a reverse convex programming problem
• scientific article; zbMATH DE number 94024 (Why is no real title available?)

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