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.
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Tuy, H., Van Thuong, N. On the global minimization of a convex function under general nonconvex constraints. Appl Math Optim 18, 119–142 (1988). https://doi.org/10.1007/BF01443618
- Objective Function
- Approximation Method
- System Theory
- Mathematical Method
- Convex Function