Optimization non-compact region

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I've unsuccessfully been looking all over the web for examples on optimizing multivariable, real-valued functions over non-compact regions. As I've understood it, such optimizations are essentially done by constricting the non-compact region to a compact region and then draw conclusions about the behaviour inside, outside and on the boundary of the compact region.

I want to read up more on this as I have not fully grasped it yet but I am unable to find anything relevant on the web. Anyone here got some relevant usefuls links?