A method for convex curve approximation

Xiaoqi Yang; C. J. Goh

doi:10.1016/0377-2217(95)00368-1

A method for convex curve approximation

Xiaoqi Yang, C. J. Goh

Research output: Journal article publication › Journal article › Academic research › peer-review

27 Citations (Scopus)

Abstract

In this paper, a new sandwich method is introduced to approximate a convex curve in ℝ2. This method requires only function evaluation and the solution of a number of scalar optimization problems. A quadratic convergence property of the method is established, that is, the total number of optimization problems solved is bounded by a constant multiple of the square root of the inverse of the given error. An application to approximation of the efficient frontier of a bi-criteria convex quadratic network program is given.

Original language	English
Pages (from-to)	205-212
Number of pages	8
Journal	European Journal of Operational Research
Volume	97
Issue number	1
DOIs	https://doi.org/10.1016/0377-2217(95)00368-1
Publication status	Published - 16 Feb 1997
Externally published	Yes

Keywords

Approximation method
Bi-criteria network program
Convex curve
Quadratic convergence

ASJC Scopus subject areas

Modelling and Simulation
Management Science and Operations Research
Information Systems and Management

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10.1016/0377-2217(95)00368-1

Cite this

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AB - In this paper, a new sandwich method is introduced to approximate a convex curve in ℝ2. This method requires only function evaluation and the solution of a number of scalar optimization problems. A quadratic convergence property of the method is established, that is, the total number of optimization problems solved is bounded by a constant multiple of the square root of the inverse of the given error. An application to approximation of the efficient frontier of a bi-criteria convex quadratic network program is given.

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KW - Quadratic convergence

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A method for convex curve approximation

Abstract

Keywords

ASJC Scopus subject areas

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