Department of Applied Mathematics & Physics, Kyoto University

Technical Report 2001-010 (October 15, 2001)

On Extrema of a Strongly Convex
by R. Enkhbat and T. Ibaraki

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This paper is devoted to the problems of minimizing and maximizing a strongly convex function over an arbitrary set. Based on global optimality conditions for these problems, we develop two algorithms MAX and MIN for solving them. The proposed algoritms are shown to be globally convergent.