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Global optimization under Lipschitzian constraints

  • Phan Thiên Thạ
  • Hoàng Tụy
Article

Abstract

We will present a new method for finding the global minimum of a Lipschitzian function under Lipschitzian constraints. The method consists in converting the given problem into one of globally minimizing a concave function subject to a convex and a reverse convex constraints. The resulting algorithm is of the same complexity as the outer approximation algorithm for a concave minimization problem.

Key words

global optimization Lipschitzian constraints, d.c. programming concave minimization outer approximation algorithm 

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Copyright information

© JJAM Publishing Committee 1987

Authors and Affiliations

  • Phan Thiên Thạ
    • 1
  • Hoàng Tụy
    • 1
  1. 1.Institute of MathematicsHanoiVietnam

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