On the global minimization of a convex function under general nonconvex constraints (Q1111474)
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English | On the global minimization of a convex function under general nonconvex constraints |
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On the global minimization of a convex function under general nonconvex constraints (English)
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1988
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The paper is a continuation of the investigations of the first author on the global optimization of nonconvex functions since 1964. Now a convex function is minimized under general (nonconvex) continuous inequality constraints. A numerical method with convergence proof and a computational example is presented. The method is based on polyhedral approximations and allows modifications to benefit from the presence of some convex constraints. Also the question of finding a good starting point by using a local approach is discussed.
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nonconvex optimization
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global optimization of nonconvex functions
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continuous inequality constraints
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convergence proof
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polyhedral approximations
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