Article ID: | iaor20002438 |
Country: | Netherlands |
Volume: | 117 |
Issue: | 1 |
Start Page Number: | 125 |
End Page Number: | 135 |
Publication Date: | Aug 1999 |
Journal: | European Journal of Operational Research |
Authors: | Teo K.L., Yang X.Q., Liu Y. |
Based on the triangle sandwich and block sandwich methods, two approximation methods for non-convex curves are considered in this paper. Numerical algorithms corresponding to these methods are devoloped and quadratic convergence properties of two methods in the original space are established. Application is given to the approximation of an efficient frontier of a bi-criteria optimization problem.