A PRACTICAL ALOGORITHM FOR MINIMIZING A RANK-TWO SADDLE FUNCTION ON A POLYTOPE

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概要

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• This paper addresses a practical method for minimizing a class of saddle functions f : R^n → R^1 on a polytope. Function f is continuous and possesses a rank-two property, i.e., the value of f is defined only by two linearly independent vectors. It is shown that a parametric right-hand-side simplex algorithm decomposes the problem into a finite sequence of one-dimensional subproblems. A globally ε-optimal solution of each subproblem is obtained by using a successive underestimation method. Computational results indicate that the algorithm can solve fairly large scale problems efficiently.

• 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

• Kuno Takahito

  Institute Of Information Sciences And Electronics University Of Tsukuba

関連論文

• A PRACTICAL ALOGORITHM FOR MINIMIZING A RANK-TWO SADDLE FUNCTION ON A POLYTOPE
• A VARIANT OF THE OUTER APPROXIMATION METHOD FOR GLOBALLY MINIMIZING A CLASS OF COMPOSITE FUNCTIONS

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