Global maximization of special classes of convex functions on a convex polyhedral set (Q1802610)

Two global maximization problems on a convex polyhedral set are considered. The maximized function is the maximum of a family of linear functions. In the first problem this family is finite and in the second one it is continuous. The suggested algorithm for the first problem is based on the branch-and-bound method and for the second problem on the method of support problems. The results of an experimental comparison of the suggested methods with other known methods are given.