Article ID: | iaor1988254 |
Country: | United States |
Volume: | 13 |
Issue: | 3 |
Start Page Number: | 479 |
End Page Number: | 487 |
Publication Date: | Aug 1988 |
Journal: | Mathematics of Operations Research |
Authors: | Hamami M., Jacobsen S.E. |
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.