Escaping from a Local Solution Region of Convex Maximization Problems

摘要

In this article we provide an algorithm, where to escape from a local maximum y of convex function f over D, we (locally) solve piecewise convex maximization problem: max min{f(x)-f(y),py (x)} x∈D with an additional convex function py(x). The last problem can be seen as a strictly convex improvement of the standard cutting plane technique for convex maximization. We report some computational results that show the algorithM efficiency.