A VARIANT OF THE OUTER APPROXIMATION METHOD FOR GLOBALLY MINIMIZING A CLASS OF COMPOSITE FUNCTIONS

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概要

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• In this paper, we consider a constrained optimization problem whose objective function is a composition of two functions g : R^n → R^P and f : R^P → R^1. We show that a variant of the outer approximation method generates a globally e-minimum point of f o g = f(g(・)) over a convex set after finitely many iterations, if g is convex and f is continuous and coordinatewise increasing. Preliminary experiments indicate that the proposed algorithm is reasonably practical for two types of multiplicative programs if p is less than four.

• 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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