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
    0 references
    0 references
    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
    0 references
    compact convex sets
    0 references
    multiextremal optimization
    0 references
    global optimization procedures
    0 references
    Lipschitzian extension
    0 references