An alogrithm for monotonic global optimization problems∗
- 1 January 2001
- journal article
- research article
- Published by Taylor & Francis in Optimization
- Vol. 49 (3) , 205-221
- https://doi.org/10.1080/02331930108844530
Abstract
We propose an algorithm to locate a global maximum of an increasing function subject to an increasing constraint on the cone of vectors with nonnegative coordinates. The algorithm is based on the outer approximation of the feasible set. We eastablish the con vergence of the algorithm and provide a number of numerical experiments. We also discuss the types of constraints and objective functions for which the algorithm is best suitedKeywords
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