CUTTING ANGLE METHOD FOR CONSTRAINED
GLOBAL MAXIMIZING OF EXTENDED
REAL-VALUED IPH FUNCTIONS
Hossein Mohebi1, Hossein Sarhadinia2
1Department of Mathematics
Shahid Bahonar University of Kerman
and Graduate University of Advanced Technology
Kerman, IRAN
2Department of Mathematics
Shahid Bahonar University of Kerman
Kerman, IRAN
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
Keywords and phrases: global optimization, cutting angle method, increasing and positively homogeneous function, abstract convexity


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DOI: 10.12732/ijam.v26i4.5

Volume: 26
Issue: 4
Year: 2013