On the global minimization of a convex function under general nonconvex constraints |
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Authors: | Hoang Tuy Nguyen Van Thuong |
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Institution: | (1) Institute of Mathematics, P.O. Box 631, Bo Ho, Hanoi, Vietnam |
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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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