Exhaustive Nondegenerate Conical Processes for Concave Minimization on Convex Polytopes
Published Online:1 Aug 1988https://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.
