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 | |
| 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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