Boef, E. den Hertog, D. den (Tilburg University, Center for Economic Research)
Abstract
In this paper we propose two new line search methods for convex functions. These new methods exploit the convexity property of the function, contrary to existing methods. The worst method is an improved version of the golden section method. For the second method it is proven that after two evaluations the objective gap is at least halved. The practical efficiency of the methods is shown by applying our methods to a real-life bus and buffer size optimization problem and to several classes of convex functions.
Download Info
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page. Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
Publisher Info
Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number
52.
Cited by: (explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)