論文

査読有り
2010年1月

Outer Approximation Method Incorporating a Quadratic Approximation for a DC Programming Problem

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
  • S. Yamada
  • ,
  • T. Tanaka
  • ,
  • T. Tanino

144
1
開始ページ
156
終了ページ
183
記述言語
英語
掲載種別
研究論文(学術雑誌)
DOI
10.1007/s10957-009-9590-8
出版者・発行元
SPRINGER/PLENUM PUBLISHERS

In this paper, we propose an outer approximation method using two quadratic functions approximating the constraint functions of a DC programming problem. By analyzing the relation among the eigenvectors of the Hessian matrices of the constraint functions, the search direction for a feasible solution of the problem is determined. Moreover, to avoid line searches along similar directions, we incorporate a penalty function method in the algorithm.

リンク情報
DOI
https://doi.org/10.1007/s10957-009-9590-8
Web of Science
https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=JSTA_CEL&SrcApp=J_Gate_JST&DestLinkType=FullRecord&KeyUT=WOS:000273034000012&DestApp=WOS_CPL
ID情報
  • DOI : 10.1007/s10957-009-9590-8
  • ISSN : 0022-3239
  • Web of Science ID : WOS:000273034000012

エクスポート
BibTeX RIS