A geometric approach to global optimization

Citation
S. Nickel et A. Schobel, A geometric approach to global optimization, J GLOB OPT, 15(2), 1999, pp. 109-126
Citations number
20
Categorie Soggetti
Engineering Mathematics
Journal title
JOURNAL OF GLOBAL OPTIMIZATION
ISSN journal
09255001 → ACNP
Volume
15
Issue
2
Year of publication
1999
Pages
109 - 126
Database
ISI
SICI code
0925-5001(199909)15:2<109:AGATGO>2.0.ZU;2-L
Abstract
In this paper we consider the problem of optimizing a piecewise-linear obje ctive function over a non-convex domain. In particular we do not allow the solution to lie in the interior of a prespecified region R. We discuss the geometrical properties of this problems and present algorithms based on com binatorial arguments. In addition we show how we can construct quite compli cated shaped sets R while maintaining the combinatorial properties.