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.
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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