THE PATH FOLLOWING ALGORITHM FOR STATIONARY POINT PROBLEMS ON POLYHEDRAL CONES

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概要

• 論文の詳細を見る

• Given a set Ω of R^n and a function f : Ω→R^n the problem of finding a point x^2⋴Ω such that (x - x^s)^tf(x^s) >__-0 for any x⋴Ω is referred to as a stationary point problem and x^s is called a stationary point. For the problem with conical Ω and strongly copositive f we propose a system of equations whose solution set contains a path connecting a trivial starting point to a stationary point. We also develop an algorithm to trace the path when f is an affine function with. a copositive plus matrix. Starting with an appropriate point the algorithm provides a stationary point or shows that there exist no stationary points.

• 社団法人日本オペレーションズ・リサーチ学会の論文

著者

• Yamamoto Yoshitsugu

  Institute Of Policy And Planning Sciences University Of Tsukuba

• Dai Y

  Kobe Univ. Commerce

• Dai Yang

  Doctional Program of Socio-Economic Planning University of Tsukuba

• Yamamoto Yoshitsugu

  Institute Of Socio-economic Planning University Of Tsukuba

関連論文

• THE PATH FOLLOWING ALGORITHM FOR STATIONARY POINT PROBLEMS ON POLYHEDRAL CONES
• GLOBAL OPTIMIZATION PROBLEM WITH MULTIPLE REVERSE CONVEX CONSTRAINTS AND ITS APPLICATION TO OUT-OF-ROUNDNESS PROBLEM

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