Global optimization on convex sets
Theoretical Papers
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Summary
A number of algorithms were proposed to solve the multiextremal (global) optimization problem, when the set of feasible solutions is given by a finiten-dimensional interval. Here we show that a broad class of such methods can be applied to solve global optimization problems on compact convex sets.
Keywords
Global Optimization Penalty Function Global Optimization Problem Lipschitzian Extension Global Optimiza
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Zusammenfassung
Zur Lösung des multiextremalen globalen Optimierungsproblems werden Algorithmen für den Fall vorgeschlagen, daß die Menge der zulässigen Lösungen durch einn-dimensionales Intervall gegeben ist. Es wird hier gezeigt, daß eine breite Klasse solcher Methoden zur Lösung globaler Optimierungsprobleme auf kompakten konvexen Mengen Anwendung finden kann.
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