Global optimization on convex sets
This clearly written paper shows that a general class of global optimization procedures, operating on intervals in \({\mathbb{R}}^ n\), can be applied also on compact convex sets with a nonempty interior: for this only an appropriate Lipschitzian extension of the objective function to an imbedding interval is necessary. Applications are indicated to linearly constrained problems and also to nonlinearly constrained problems. For computational aspects see another paper of the author [Computing 36, 91-103 (1986; Zbl 0572.65047)].
scientific article; zbMATH DE number 4003930
scientific article