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

DOI10.1016/S0377-0427(02)00418-1MaRDI QIDQ697546zbMATH OpenOpenAlexFDO

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

dual problemglobal convergenceglobal optimizationinner approximation methodnumerical examplespenalty function methodreverse convex programming problem

Mathematics Subject Classification ID

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

Review text

The inner approximation algorithm previously proposed by the authors [J. Optimization Theory Appl. 107, No. 2, 355-389 (2000; Zbl 0997.90076)] for solving the reverse convex programming problem is improved. The global convergence of the algorithm is established by underestimating the optimal value of the relaxed problem. Some computational results are presented.

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Cites work

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• scientific article; zbMATH DE number 914364 (Why is no real title available?)
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Cited in

(2)

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

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