Abstract:
We propose a series of algorithms for solving abstract convex programming
problems and prove convergence to the global solution of the problem.
The algorithms use an approximation of the objective function
by piecewise-linear minorants.
Keywords:
convex analysis, global optimization, branching algorithm, generalized cutting-plane method.
This publication is cited in the following 2 articles:
Sheykhi A., Doagooei A.R., “Radiant Separation Theorems and Minimum-Type Subdifferentials of Calm Functions”, J. Optim. Theory Appl., 174:3 (2017), 693–711