OPTIMAL OBJECTIVE FUNCTION APPROXIMATION FOR SEPARABLE CONVEX QUADRATIC-PROGRAMMING

Authors
GUDER F MORRIS JG
Citation
F. Guder et Jg. Morris, OPTIMAL OBJECTIVE FUNCTION APPROXIMATION FOR SEPARABLE CONVEX QUADRATIC-PROGRAMMING, Mathematical programming, 67(1), 1994, pp. 133-142
Citations number
25
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science",Mathematics,"Computer Science Software Graphycs Programming
Journal title
Mathematical programming → ACNP
ISSN journal
00255610
Volume
67
Issue
1
Year of publication
1994
Pages
133 - 142
Database
ISI
SICI code
0025-5610(1994)67:1<133:OOFAFS>2.0.ZU;2-T
Abstract
We present an optimal piecewise-linear approximation method for the ob jective function of separable convex quadratic programs. The method pr ovides guidelines on how many grid points to use and how to position t hem for a piecewise-linear approximation if the error induced by the a pproximation is to be bounded a priori.