Journal of Global Optimization

, Volume 35, Issue 1, pp 85–101 | Cite as

A Numerical Approach for Solving Some Convex Maximization Problems



We are concerned with concave programming or the convex maximization problem. In this paper, we propose a method and algorithm for solving the problem which are based on the global optimality conditions first obtained by Strekalovsky (Soviet Mathematical Doklady, 8(1987)). The method continues approaches given in (Journal of global optimization, 8(1996); Journal of Nolinear and convex Analyses 4(1)(2003)). Under certain assumptions a convergence property of the proposed method has been established. Some computational results are reported. Also, it has been shown that the problem of finding the largest eigenvalue can be found by the proposed method.


algorithm concave programming global maximizer global optimization simple set 


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Copyright information

© Springer 2006

Authors and Affiliations

  1. 1.The School of Mathematics and Computer ScienceNational University of MongoliaUlaanbaatar
  2. 2.Department of Computer and Information SciencesIbaraki UniversityJapan

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