Outer approximation by polyhedral convex sets
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This paper deals with outer approximation methods for solving possibly multiextremal global optimization problems. A general theorem on convergence is presented and new classes of outer approximation methods using polyhedral convex sets are derived. The underlying theory is then related to the cut map-separator theory of \textit{B. C. Eaves} and \textit{W. I. Zangwill} [SIAM J. Control 9, 529-542 (1971)]. Two constraint dropping strategies are deduced.
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Cited in
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- An outer approximation algorithm guaranteeing feasibility of solutions and approximate accuracy of optimality
- Global minimization of a generalized convex multiplicative function
- Constraint decomposition algorithms in global optimization
- Utility function programs and optimization over the efficient set in multiple-objective decision making
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- An algorithm for maximizing a convex function over a simple set
- DC programming: overview.
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- An outer approximate subdifferential method for piecewise affine optimization
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- Outer-product-free sets for polynomial optimization and oracle-based cuts
- Separable concave minimization via partial outer approximation and branch and bound
- A criterion for an approximation global optimal solution based on the filled functions
- On solving general reverse convex programming problems by a sequence of linear programs and line searches
- On the approximation of unbounded convex sets by polyhedra
- A unifying polyhedral approximation framework for convex optimization
- A relaxed projection method for finite-dimensional equilibrium problems
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- Canonical d. c. programming techniques for solving a convex program with an additional constraint of multiplicative type
- A truncated -subdifferential method for global DC optimization
- A branch and bound-outer approximation algorithm for concave minimization over a convex set
- On the convergence of a class of outer approximation algorithms for convex programs
- Concave minimization via conical partitions and polyhedral outer approximation
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