Article ID: | iaor1989756 |
Country: | Germany |
Volume: | 20 |
Start Page Number: | 255 |
End Page Number: | 264 |
Publication Date: | Nov 1989 |
Journal: | Optimization |
Authors: | Horst R., Thoai Ng. V., Tuy H. |
A simple outer approximation concept for global optimization problems is presented that simplifies and generalizes several previous approaches. Unbounded feasible regions and non-affine cuts are admitted. Constraint dropping strategies and a large class of cutting plane methods are derived.