On the global minimization of a convex function under general nonconvex constraints
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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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