In this chapter we want to solve the problem minf(x) | x ∈ C, where f is a convex function on ℝ n , and C is a convex, nonempty subset of ℝ n . A point x* ∈ C is a global solution, or more simply a solution to this problem, or a minimizer of f on C, if f(x*) ≤ f(x), ∀x ∈ C. We say that x* is a local solution to this problem if there exists a relatively open set U of C such that f(x*) ≤ f (x), ∀x ∈ U.