An Algorithm for Maximizing a Convex Function Based on Its Minimum

DOI10.1287/ijoc.2022.1238OpenAlexW4296784659MaRDI QIDQ5060795

Aharon Ben-Tal, Ernst Roos

Publication date: 11 January 2023

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/ijoc.2022.1238

zbMATH Keywords

global optimizationconvex maximizationhidden convexitygradient ascent

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

Uses Software

• KNITRO
• YALMIP
• Mosek
• Robotics

Cites Work

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