An Algorithm for Maximizing a Convex Function Based on Its Minimum

DOI10.1287/IJOC.2022.1238MaRDI QIDQ5060795zbMATH OpenOpenAlexFDO

Authors Aharon Ben-Tal, Ernst Roos

Publication date 11 January 2023

Published in INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/ijoc.2022.1238

zbMATH Keywords

convex maximizationglobal optimizationgradient ascenthidden convexity

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

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Cites work

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• Hidden conic quadratic representation of some nonconvex quadratic optimization problems
• Hidden convexity in some nonconvex quadratically constrained quadratic programming
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• Methods for Global Concave Minimization: A Bibliographic Survey
• On Finding the Maximal Range of Validity of a Constrained System
• On the convergence of the block nonlinear Gauss-Seidel method under convex constraints
• Optimal ellipsoidal approximations around the analytic center
• Robust optimization
• Variations and extension of the convex-concave procedure

Cited in

(1)

• An algorithm for maximizing a convex function over a simple set

Describes a project that uses

Uses Software

• KNITRO
• Mosek
• YALMIP
• Robotics

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