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Link to original content: https://doi.org/10.1007/978-0-387-74759-0_229
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Global Optimization: Cutting Angle Method

  • Reference work entry
Encyclopedia of Optimization
  • 173 Accesses

Article Outline

Introduction

Definitions

  Notation

  Abstract Convex Functions

  IPH Functions

  Lipschitz Functions

Methods

  Generalized Cutting Plane Method

  Global Minimization of IPH Functions over Unit Simplex

  Global Minimization of Lipschitz Functions

  The Auxiliary Problem

  Solution of the Auxiliary Problem

Conclusions

References

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Notes

  1. 1.

    The norm \( ||\cdot|| \) can be replaced by any metric, or, more generally, any distance function based on Minkowski gauge. For example, a polyhedral distance \( d_P(x,y)=\max \{[(x-y), h_i]\; | 1\leq i \leq m \} \), where \( h_i \in \mathbb{R}^n, i=1,\ldots,m \) is the set of vectors that define a finite polyhedron \( P=\bigcap_{i=1}^m \{x\;|\; [x , h_i] \leq 1 \} \).

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Bagirov, A., Beliakov, G. (2008). Global Optimization: Cutting Angle Method . In: Floudas, C., Pardalos, P. (eds) Encyclopedia of Optimization. Springer, Boston, MA. https://doi.org/10.1007/978-0-387-74759-0_229

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