IDEAS home Printed from https://ideas.repec.org/a/inm/oropre/v31y1983i1p101-113.html
   My bibliography  Save this article

An Outer Approximation Algorithm for Solving General Convex Programs

Author

Listed:
  • Masao Fukushima

    (Kyoto University, Kyoto, Japan)

Abstract

A new outer approximation algorithm is proposed for solving general convex programs. A remarkable advantage of the algorithm over existing outer approximation methods is that the approximation of the constraint set is not cumulative. That is, the algorithm solves at each iteration a quadratic program whose constraints depend only on the current estimate of an optimal solution. Convergence of the algorithm is proved and possible applications are discussed.

Suggested Citation

  • Masao Fukushima, 1983. "An Outer Approximation Algorithm for Solving General Convex Programs," Operations Research, INFORMS, vol. 31(1), pages 101-113, February.
    • Handle: RePEc:inm:oropre:v:31:y:1983:i:1:p:101-113
    DOI: 10.1287/opre.31.1.101
    as

    Download full text from publisher

    File URL: http://dx.doi.org/10.1287/opre.31.1.101
    Download Restriction: no
    File URL: https://libkey.io/10.1287/opre.31.1.101?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. J. Bello Cruz & A. Iusem, 2010. "Convergence of direct methods for paramonotone variational inequalities," Computational Optimization and Applications, Springer, vol. 46(2), pages 247-263, June.
    2. Brito, A.S. & Cruz Neto, J.X. & Santos, P.S.M. & Souza, S.S., 2017. "A relaxed projection method for solving multiobjective optimization problems," European Journal of Operational Research, Elsevier, vol. 256(1), pages 17-23.
    3. R. Behling & A. Fischer & M. Herrich & A. Iusem & Y. Ye, 2014. "A Levenberg-Marquardt method with approximate projections," Computational Optimization and Applications, Springer, vol. 59(1), pages 5-26, October.
    4. Reiner Horst, 1990. "Deterministic methods in constrained global optimization: Some recent advances and new fields of application," Naval Research Logistics (NRL), John Wiley & Sons, vol. 37(4), pages 433-471, August.
    5. Bello Cruz, J.Y. & Iusem, A.N., 2015. "Full convergence of an approximate projection method for nonsmooth variational inequalities," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 114(C), pages 2-13.
    6. Phan Vuong & Jean Strodiot & Van Nguyen, 2014. "Projected viscosity subgradient methods for variational inequalities with equilibrium problem constraints in Hilbert spaces," Journal of Global Optimization, Springer, vol. 59(1), pages 173-190, May.

    More about this item

    Keywords

    642; 644 outer approximation algorithm;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:inm:oropre:v:31:y:1983:i:1:p:101-113. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Asher (email available below). General contact details of provider: https://edirc.repec.org/data/inforea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.