Piecewise-Convex Maximization Problems

  • Authors:

  • Ider Tsevendorj

  • Affiliations:

  • INRIA, Domaine de Voluceau, Rocquencourt, B.P. 105, 78153 Le Chesnay Cedex, France (e-mail: ider.tsevendorj@inria.fr

  • Venue:
  • Journal of Global Optimization
  • Year:
  • 2001

Quantified Score

Hi-index 0.00

Visualization

Abstract

A function F:Rn→ R is called a piecewise convex function if it can be decomposed into F(x)= min{fj(x)\;\mid\; j∈M}, where fj:Rn→ R is convex for all j∈M={1,2...,m}. We consider \max F(x) subject to x∈D. It generalizes the well-known convex maximization problem. We briefly review global optimality conditions for convex maximization problems and carry one of them to the piecewise-convex case. Our conditions are all written in primal space so that we are able to proposea preliminary algorithm to check them.