Deterministic global optimization with partition sets whose feasibility is not known: Application to concave minimization, reserve convex constraints, DC-programming and Lipschitzian optimization (Q1090607): Difference between revisions

A crucial problem for many global optimization methods is how to handle partition sets whose feasibility is not known. This problem is solved for broad classes of feasible sets including convex sets, sets defined by finitely many convex and reverse convex constraints and sets defined by Lipschitzian inequalities. Moreover, a fairly general theory of bounding is presented and applied to concave objective functions, to functions representable as differences of two convex functions, and to Lipschitzian functions. The resulting algorithms allow to solve any global optimization problem whose objective function is of one of these forms and whose feasible set belongs to one of the above classes. In this way, several new fields of optimization are opened to the application of global methods.