Proceedings of the Annual Conference of the Institute of Systems, Control and Information Engineers
The 52nd Annual Conference of the Institute of Systems, Control and Information Engineers
Session ID : 3U1-6
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Host: Institute of Systems, Control and Information Engineers

An inner approximation method for solving a Lipschitz optimization problem
*Syuuji Yamada, Tamaki Tanaka, Tetsuzo Tanino
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Keywords: Lipschitz Optimization, InnerApproximation Method
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Abstract
In this study, we propose an inner approximation method for solving a Lipschitz optimization problem. In order to execute the algorithm, we consider the projection of the feasible set on a ball. The algorithm utilizes an approximation of the ball by a sequence of polytopes from inside.
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© 2008 The Institute of Systems, Control and Information Engineers
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