An algorithm for maximizing a convex function based on its minimum
Year of publication: |
2022
|
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Authors: | Ben-Tal, Aharon ; Roos, Ernst |
Published in: |
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences. - Linthicum, Md. : INFORMS, ISSN 1526-5528, ZDB-ID 2004082-9. - Vol. 34.2022, 6, p. 3200-3214
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Subject: | global optimization | convex maximization | gradient ascent | hidden convexity | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Algorithmus | Algorithm |
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