A Numerical Approach for Solving Some Convex Maximization Problems

Authors:
R. Enkhbat;B. Barsbold;Masaru Kamada
Affiliations:
The School of Mathematics and Computer Science, National University of Mongolia, Ulaanbaatar;The School of Mathematics and Computer Science, National University of Mongolia, Ulaanbaatar;Department of Computer and Information Sciences, Ibaraki University, Japan
Venue:
Journal of Global Optimization
Year:
2006

Citing 3
Cited 2

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Abstract

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.