A Simple Finite Cone Covering Algorithm for Concave Minimization

  • Authors:

  • Christophe Meyer

  • Affiliations:

  • Institut für Mathematik B, TU Graz, Steyrergasse 30, A-8010 Graz, Austria (e-mail: meyer@opt.math.tu-graz.ac.at)

  • Venue:
  • Journal of Global Optimization
  • Year:
  • 2000

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Abstract

In 1964, in a seminal paper, Tuy proposed a simple algorithm for concave minimization over a polytope. This algorithm was shown to cycle some years later. Recently however it has been shown that despite this possibility of cycling, Tuy's algorithm always finds the optimal solution of the problem. We present a modification of it which simplifies the cycle detection.