Global Minimization of Increasing Positively Homogeneous Functions with a Single Constraint
نویسندگان
چکیده
In this paper, we present an algorithm for global minimization of real-valued increasing positively homogeneous (IPH) functions with a single constraint which is a modified version of the cutting angle method. We report results of numerical experiments which demonstrate the efficiency of the proposed algorithm.
منابع مشابه
On the global minimization of increasing positively homogeneous functions over the unit simplex
In this paper we study a method for global optimization of increasing positively homogeneous functions over the unit simplex, which is a version of the cutting angle method. Some properties of the auxiliary subproblem are studied and a special algorithm for its solution is proposed. A cutting angle method based on this algorithm allows one to nd an approximate solution of some problems of globa...
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