| Article ID: | iaor20003729 |
| Country: | Germany |
| Volume: | 86 |
| Issue: | 3 |
| Start Page Number: | 595 |
| End Page Number: | 614 |
| Publication Date: | Jan 1999 |
| Journal: | Mathematical Programming |
| Authors: | Ceria S., Soares J.O. |
Given a finite number of closed convex sets whose algebraic representation is known, we study the problem of finding the minimum of a convex function on the closure of the convex hull of the union of those sets. We derive an algebraic characterization of the feasible region in a higher-dimensional space and propose a solution procedure akin to the interior-point approach for convex programming.