CUTTING ANGLE METHOD FOR CONSTRAINED
GLOBAL MAXIMIZING OF EXTENDED
REAL-VALUED IPH FUNCTIONS
Abstract. In this paper, we present an algorithm for finding constrained global maximizers of extended real valued increasing and positively homogeneous (IPH) functions, which is a version of the cutting angle method. Also, we discuss the proof of convergency of the algorithm and give some numerical experiments.
AMS Subject classification: 90C, 26A48, 52A07, 49M


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DOI: 10.12732/ijam.v26i4.5

Volume: 26
Issue: 4
Year: 2013