Algorithm 1 |
Step 1. Determine some satisfying (12)-(14) by using Proposition 1 or Corollary 2. Such a point exists by assumption. Let . Fix as the maximum acceptable error in finding the minimum value of the objective function in . Set . Step 2. Set . Apply Proposition 1 or Corollary 2 to with . If a solution exists, go to Step 3. Otherwise go to Step 4. Step 3. Set and go to Step 2. Step 4. The optimal objective function value for lies in the interval , where . A solution to for in Step 2 is either an exact or approximate solution to . The objective function value for is at most larger than the minimum value. |