A METHOD FOR CONVEX CURVE APPROXIMATION

Authors
YANG XQ GOH CJ
Citation
Xq. Yang et Cj. Goh, A METHOD FOR CONVEX CURVE APPROXIMATION, European journal of operational research, 97(1), 1997, pp. 205-212
Citations number
11
Categorie Soggetti
Management,"Operatione Research & Management Science","Operatione Research & Management Science
Journal title
European journal of operational research → ACNP
ISSN journal
03772217
Volume
97
Issue
1
Year of publication
1997
Pages
205 - 212
Database
ISI
SICI code
0377-2217(1997)97:1<205:AMFCCA>2.0.ZU;2-0
Abstract
In this paper, a new sandwich method is introduced to approximate a co nvex curve in R(2). 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 multip le of the square root of the inverse of the given error. An applicatio n to approximation of the efficient frontier of a bi-criteria convex q uadratic network program is given.