Global optimization on convex sets (Q1089268)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Global optimization on convex sets |
scientific article |
Statements
Global optimization on convex sets (English)
0 references
1986
0 references
This clearly written paper shows that a general class of global optimization procedures, operating on intervals in \({\mathbb{R}}^ n\), can be applied also on compact convex sets with a nonempty interior: for this only an appropriate Lipschitzian extension of the objective function to an imbedding interval is necessary. Applications are indicated to linearly constrained problems and also to nonlinearly constrained problems. For computational aspects see another paper of the author [Computing 36, 91-103 (1986; Zbl 0572.65047)].
0 references
compact convex sets
0 references
multiextremal optimization
0 references
global optimization procedures
0 references
Lipschitzian extension
0 references