Abstract
Based on the triangle sandwich and block sandwich methods, two approximation methods for non-convex curves are considered in this paper. Numerical algorithms corresponding to these methods are developed and quadratic convergence properties of two methods in the original space are established. Application is given to the approximation of an efficient frontier of a bi-criteria optimization problem.
Original language | English |
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Pages (from-to) | 125-135 |
Number of pages | 11 |
Journal | European Journal of Operational Research |
Volume | 117 |
Issue number | 1 |
DOIs | |
Publication status | Published - 16 Aug 1999 |
Externally published | Yes |
ASJC Scopus subject areas
- Modelling and Simulation
- Management Science and Operations Research
- Information Systems and Management