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Applied Mathematics and Optimization

, Volume 18, Issue 1, pp 119–142 | Cite as

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

  • Hoang Tuy
  • Nguyen Van Thuong
Article

Abstract

The problem of globally minimizing a convex function subject to general continuous inequality constraints is investigated. A convergent outer approximation method is proposed which systematically exploits the convexity of the objective function in order to transcend local optimality. Also the question of finding a good starting point by using a local approach is discussed.

Keywords

Objective Function Approximation Method System Theory Mathematical Method Convex Function 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag New York Inc. 1988

Authors and Affiliations

  • Hoang Tuy
    • 1
  • Nguyen Van Thuong
    • 1
  1. 1.Institute of MathematicsBo Ho, HanoiVietnam

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