Department of Applied Mathematics & Physics, Kyoto University

Technical Report 2001-005 (May 12, 2001)

On the Maximization and Minimization of a Quasiconvex Function
by R. Enkhbat and T. Ibaraki

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This paper is devoted to the problems of minimizing and maximizing a quasiconvex function over an arbitrary set. First, we formulate global optimality conditions and then, based on them, propose algorithms for the case in which the objective function is convex and the feasible set is nonconvex and compact. The proposed algoritms are shown to be globally convergent. Some computational results are presented.