A method for convex curve approximation

A method for convex curve approximation

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Article ID: iaor19991416
Country: Netherlands
Volume: 97
Issue: 1
Start Page Number: 205
End Page Number: 212
Publication Date: Feb 1997
Journal: European Journal of Operational Research
Authors: ,
Abstract:

In this paper, a new sandwich method is introduced to approximate a convex curve in R2. This method requires only function evaluation and the solution of a number of scalar optimization problems. A quadratic convergence property of the method is established, that is, the total number of optimization problems solved is bounded by a constant multiple of the square root of the inverse of the given error. An application to approximation of the efficient frontier of a bi-criteria convex quadratic network program is given.

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