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.
ASJC Scopus subject areas
- Modelling and Simulation
- Management Science and Operations Research
- Information Systems and Management