2010年1月
Outer Approximation Method Incorporating a Quadratic Approximation for a DC Programming Problem
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
- ,
- ,
- 巻
- 144
- 号
- 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
- ID情報
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- DOI : 10.1007/s10957-009-9590-8
- ISSN : 0022-3239
- Web of Science ID : WOS:000273034000012