Abstract
In this paper we consider the problem of optimizing a piecewise-linear objective function over a non-convex domain. In particular we do not allow the solution to lie in the interior of a prespecified region R. We discuss the geometrical properties of this problems and present algorithms based on combinatorial arguments. In addition we show how we can construct quite complicated shaped sets R while maintaining the combinatorial properties.
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Nickel, S., Schöbel, A. A Geometric Approach to Global Optimization. Journal of Global Optimization 15, 109–126 (1999). https://doi.org/10.1023/A:1008367608172
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DOI: https://doi.org/10.1023/A:1008367608172