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Global Minimization of Increasing Positively Homogeneous Functions over the Unit Simplex.
- Source :
- Annals of Operations Research; 2000, Vol. 98 Issue 1-4, p171-187, 17p, 5 Charts
- Publication Year :
- 2000
-
Abstract
- In this paper we study a method for global optimization of increasing positively homogeneous functions over the unit simplex, which is a version of the cutting angle method. Some properties of the auxiliary subproblem are studied and a special algorithm for its solution is proposed. A cutting angle method based on this algorithm allows one to find an approximate solution of some problems of global optimization with 50 variables. Results of numerical experiments are discussed. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 02545330
- Volume :
- 98
- Issue :
- 1-4
- Database :
- Complementary Index
- Journal :
- Annals of Operations Research
- Publication Type :
- Academic Journal
- Accession number :
- 18662931
- Full Text :
- https://doi.org/10.1023/A:1019204407420