Minimizing increasing convex along rays functions based on abstract convexity

Document Type : Research Paper

Author

The Graduate University of Advanced Technology, Faculty of Science and Modern Technologies, Department of Mathematics, Kerman, Iran

10.22072/wala.2021.529594.1326

Abstract

In this paper, a problem whose cost function and constraints are increasing convex along rays is considered. For solving such problems, an algorithm is presented that is inspired by the generalized Cutting Angle Method. A set that contains the optimal solution of the mentioned problem is defined. Some numerical examples are presented to confirm the validity and accuracy of the algorithm.

Keywords


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