| Article ID: | iaor2002435 |
| Country: | Netherlands |
| Volume: | 98 |
| Issue: | 1 |
| Start Page Number: | 171 |
| End Page Number: | 187 |
| Publication Date: | Dec 2000 |
| Journal: | Annals of Operations Research |
| Authors: | Rubinov A.M., Bagirov A.M. |
| Keywords: | programming: dynamic |
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 find an approximate solution of some problems of global optimization with 50 variables. Results of numerical experiments are discussed.