Global minimization of increasing positively homogeneous functions over the unit simplex

被引：36

作者：

Bagirov, AM ^{[1
]}

Rubinov, AM ^{[1
]}

机构：

[1] Univ Ballarat, Sch Informat Technol & Math Sci, Ballarat, Vic 3353, Australia

来源：

ANNALS OF OPERATIONS RESEARCH | 2000年 / 98卷 / 1-4期

关键词：

global optimization; cutting angle method; increasing positively homogeneous function;

D O I：

10.1023/A:1019204407420

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

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.

引用

页码：171 / 187

页数：17

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