Lipschitz programming via increasing convex-along-rays functions^*

Abstract

Abstract We propose a general scheme of reduction of a Lipschitz programming problem to a problem of minimizing increasing convex-along-rays function. It is based on the positively homogeneous extension of degree p of the objective function and projective transformation of onto the unit simplex. The application of cutting angle method to Lipschitz programming is considered. Keywords: Lipschitz programmingabstract convexitycutting angle method