A Conical Algorithm for Globally Minimizing a Concave Function Over a Closed Convex Set
Published Online:1 Aug 1985https://doi.org/10.1287/moor.10.3.498
Abstract
In this paper we are concerned with the problem of finding the global minimum of a concave function over a closed, convex, possibly unbounded set in Rn. The intrinsic difficulty of this problem is due to the fact that a local minimum of the objective function may fail to be a global one—which makes the conventional methods of local optimization almost useless.
