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

Applied Mathematics and Optimization volume 18, pages 119–142 (1988)Cite this 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.

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Authors and Affiliations

  1. Institute of Mathematics, P.O. Box 631, Bo Ho, Hanoi, Vietnam

    Hoang Tuy & Nguyen Van Thuong

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  1. Hoang Tuy
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  2. Nguyen Van Thuong
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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

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Keywords

  • Objective Function
  • Approximation Method
  • System Theory
  • Mathematical Method
  • Convex Function