I have a question concerning optimization of pseudo-convex functions. Explicitly, the problem is given by
$\mathrm{min}_x f(x)$ with $g(x) \leq 0$
where $f(x)$ and $g(x)$ are pseudo-convex functions.
I know that one can in principle think about many algorithms especially suited for such problems. However, I do not want to write a solver myself, rather I would like to use one of the standard solvers. Of course, all general purpose-solvers for non-linear optimization will do the job. However I guess that there will be huge differences in performance, depending on how well the optimizer uses the nice properties of pseudo-convex functions.
Does anybody have suggestions for algorithms/solvers that will perform well in the case of such pseudo-convex problems?
Thanks in advance!