An inner approximation method for a reverse convex programming problem

In this paper, we consider a reverse convex programming problem constrained by a convex set and a reverse convex set which is defined by the complement of the interior of a compact convex set X. We propose an inner approximation method to solve the problem in the case where X is not necessarily a po...

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Bibliographic Details
Published in:IEEE SMC'99 Conference Proceedings. 1999 IEEE International Conference on Systems, Man, and Cybernetics (Cat. No.99CH37028) Vol. 3; pp. 521 - 526 vol.3
Main Authors: Yamada, S., Tanino, T., Inuiguchi, M., Tatsumi, K.
Format: Conference Proceeding
Language:English
Japanese
Published: IEEE 20.01.2003
Subjects:
Approximation algorithms
Approximation methods
Electronic mail
Information systems
Optimization methods
ISBN:9780780357310, 0780357310
ISSN:1062-922X
Online Access:Get full text
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Summary:In this paper, we consider a reverse convex programming problem constrained by a convex set and a reverse convex set which is defined by the complement of the interior of a compact convex set X. We propose an inner approximation method to solve the problem in the case where X is not necessarily a polytope. The algorithm utilizes inner approximation of X by a sequence of polytopes to generate relaxed problems. It is shown that every accumulation point of the sequence of optimal solutions of relaxed problems is an optimal solution of the original problem.
ISBN:9780780357310
0780357310
ISSN:1062-922X
DOI:10.1109/ICSMC.1999.823264