Optimization of Convex Functions with Random Pursuit.

Sebastian U. Stich Christian L. Müller Bernd Gärtner

Published in: SIAM J. Optim. (2013)

Keyphrases

convex functions
quasiconvex
convex programming
convex programs
objective function
optimization algorithm
optimization problems
piecewise linear
global optimality
linear program
constrained optimization
exact penalty
global optimization
special case
convex sets
dc programming