Journal of Global Optimization

, Volume 48, Issue 4, pp 583–593 | Cite as

Piece adding technique for convex maximization problems

  • Dominique Fortin
  • Ider Tseveendorj


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 max{min{f (x) − f (y), p y (x)} | xD} with an additional convex function p y (·). 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.


Global search algorithm Local search algorithm Nonconvex optimization Convex maximization Piecewise convex maximization 

Mathematics Subject Classification (2000)

90C26 90C47 49M05 49M30 


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Copyright information

© Springer Science+Business Media, LLC. 2010

Authors and Affiliations

  1. 1.INRIALe Chesnay CedexFrance
  2. 2.Laboratoire PRiSM, Université de VersaillesVersailles CedexFrance

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