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Normal conical algorithm for concave minimization over polytopes

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Abstract

A new conical algorithm is developed for finding the global minimum of a concave function over a polytope. To ensure faster convergence and overcome some major drawbacks of previous conical algorithms, a normal (rather than exhaustive) subdivision process is used.

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Tuy, H. Normal conical algorithm for concave minimization over polytopes. Mathematical Programming 51, 229–245 (1991). https://doi.org/10.1007/BF01586935

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  • DOI: https://doi.org/10.1007/BF01586935

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