Lipschitz programming via increasing convex-along-rays functions*
- 1 January 1999
- journal article
- research article
- Published by Taylor & Francis in Optimization Methods and Software
- Vol. 10 (6) , 763-781
- https://doi.org/10.1080/10556789908805740
Abstract
We propose a general scheme of reduction of a Lipschitz programming problem to a problem of minimizing increasing convex-along-rays function. It is based on the positively homogeneous extension of degree p of the objective function and projective transformation of onto the unit simplex. The application of cutting angle method to Lipschitz programming is considered.Keywords
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