Exhaustive Nondegenerate Conical Processes for Concave Minimization on Convex Polytopes
- 1 August 1988
- journal article
- Published by Institute for Operations Research and the Management Sciences (INFORMS) in Mathematics of Operations Research
- Vol. 13 (3) , 479-487
- https://doi.org/10.1287/moor.13.3.479
Abstract
An exhaustive and nondegenerate cone splitting process is defined and an algorithm stated for minimizing a quasi-concave function on a bounded convex polytope described by a system of linear inequalities. The algorithm crucially splits upon vertices and it is shown that this class of algorithms converges finitely to an optimal solution.Keywords
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