Outer approximation algorithm for nondifferentiable optimization problems

DOI10.1007/BF00934131zbMATH Open0505.90068MaRDI QIDQ1836591FDOQ1836591

Publication date: 1984

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

global optimization support function nondifferentiable optimization outer approximation algorithm Lipschitz continuous functions nonconvex nondifferentiable functions

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Cites Work

Semismooth and Semiconvex Functions in Constrained Optimization
Optimization of lipschitz continuous functions
Title not available (Why is that?)
Title not available (Why is that?)
On the Extension of Constrained Optimization Algorithms from Differentiable to Nondifferentiable Problems
A quadratically convergent algorithm for solving infinite dimensional inequalities

Cited In (19)

Combined branch-and-bound and cutting plane methods for solving a class of nonlinear programming problems
An outer approximations approach to reliability-based optimal design of structures
Outer approximation by polyhedral convex sets
Global optimization of univariate Lipschitz functions. I: Survey and properties
Efficient domain partitioning algorithms for global optimization of rational and Lipschitz continuous functions
An efficient algorithm for solving semi-infinite inequality problems with box constraints
Global optimization under Lipschitzian constraints
Stochastic Lipschitz dynamic programming
Design of a single-loop digital controller by the method of inequalities
An effective nonsmooth optimization algorithm for locally Lipschitz functions
Finite-termination schemes for solving semi-infinite satisfycing problems
MSO: a framework for bound-constrained black-box global optimization algorithms
Decomposition methods for global solution of mixed-integer linear programs
On an outer approximation concept in global optimization
Nondifferentiable optimization via smooth approximation: General analytical approach
An algorithm for global optimization of Lipschitz continuous functions
Convergence and restart in branch-and-bound algorithms for global optimization. Application to concave minimization and d.c. optimization problems
New LP bound in multivariate Lipschitz optimization: Theory and applications
A new global optimization method for univariate constrained twice-differentiable NLP problems

This page was built for publication: Outer approximation algorithm for nondifferentiable optimization problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1836591)