Second order convexity and a modified objective function method in mathematical programming

Second order convexity and a modified objective function method in mathematical programming

0.00 Avg rating0 Votes
Article ID: iaor200947177
Country: Poland
Volume: 36
Issue: 1
Start Page Number: 161
End Page Number: 182
Publication Date: Jan 2007
Journal: Control & Cybernetics
Authors:
Keywords: programming: mathematical
Abstract:

An approach to nonlinear constrained mathematical programming problems which makes use of a second order derivative is presented. By using a second order modified objective function method, a modified optimization problem associated with a primal mathematical programming problem is constructed. This auxiliary optimization problem involves a second order approximation of an objective function constituting the primal mathematical programming problem. The equivalence between the original mathematical programming problem and its associated modified optimization problem is established under second order convexity assumption. Several practical O.R. applications show that the method developed is efficient. Further, an iterative algorithm based on this approach for solving the considered nonlinear mathematical programming problem is given for the case when the functions constituting the problem are second order convex. The convergence theorems for the presented algorithm are established.

Reviews

Required fields are marked *. Your email address will not be published.