1
$\begingroup$

I'm recently looking for algorithms for solving convex optimization problem inside a hyper-rectangle (that is, each constraint contains only one variable):

$\begin{align} &\underset{\mathbf{x}}{\operatorname{minimize}}& & f(\mathbf{x}) \\ &\operatorname{subject\ to} & &a_i\leq x_i \leq b_i, \quad i = 1, \dots, m \\ \end{align}$

Are there any keywords or resources about this special case of convex optimization? (hopefully for both differentiable and non-differentiable functions)

$\endgroup$
1
$\begingroup$

What you're looking for is bound-constrained optimization.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.