Escaping from a Local Solution Region of Convez Mazimization Problems

摘要：

In this article we provide an algorithm, where to escape from a local maximum y of convex function f over D, we (locally) solve piecewise convex maximization problem: max minf(x)-f(y),py (x) x∈D with an additional convex function py(x). The last problem can be seen as a strictly convex improvement of the standard cutting plane technique for convex maximization. We report some computational results that show the algorithM efficiency.

关键词： global search algorithm local search algorithm nonconvez optimization convez mazimization piecewise convez mazimization

作者: I.Tseveendorj D.Fortin

作者单位: PRiSM, University of Versailles 45, avenue des Etats-Unis, 78035 Versailles Cedex, France INRIA, Domaine de Voluceau, Rocquencourt,B.P. 105, 78153 Le Chesnay Cedex, France

会议类型: 国际会议

会议名称: The First World Congress on Global Optimization in Engineering & Science(第一届工程与科学全局优化国际会议 WCGO2009)

会议地点: 长沙

会议语种:英文

页码: 943-948

在线出版日期: 2009-06-01（万方平台首次上网日期，不代表论文的发表时间）