An exterior point method for the convex programming problem

  • J. F. Andrus
Contributed Papers

Abstract

This paper gives a proof of convergence of an iterative method for maximizing a concave function subject to inequality constraints involving convex functions. The linear programming problem is an important special case. The primary feature is that each iteration is very simple computationally, involving only one of the constraints. Although the paper is theoretical in nature, some numerical results are included.

Key Words

Nonlinear programming convex programming gradient projections optimization 

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References

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Copyright information

© Plenum Publishing Corporation 1992

Authors and Affiliations

  • J. F. Andrus
    • 1
  1. 1.Department of MathematicsUniversity of New OrleansNew Orleans

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