Eine erweiterung der sogenannten methode der zul
ssigen Richtungen der nichtlinearen optimierung auf den fall quasikonkaver Restriktionsfunktionen
Author:
Andr
s Pr
kopa a
s Pr
kopa a
| Affiliation: | a Institut f r Rechentechnik und Automatisierung der Ungarischen Akademie der Wissenschaften, Technische Universit t Budapest, Budapest, Ungarn |
DOI:
10.1080/02331887408801169
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
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(English)
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Abstract
In the paper we prove the convergence of the method of feasible directions for the case of quasi-concave constraining functions. These results were already published but in a shorter form and amalgamated with a stochastic programming problem. Here we give a detailed and a more general treatment of the earlier results.
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r Rechentechnik und Automatisierung der Ungarischen Akademie der Wissenschaften, Technische Universit
t Budapest, Budapest, Ungarn
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