Finiteness of conical algorithms with omega subdivisions

Finiteness of conical algorithms with omega subdivisions

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Article ID: iaor20002440
Country: Germany
Volume: 85
Issue: 3
Start Page Number: 593
End Page Number: 616
Publication Date: Jan 1999
Journal: Mathematical Programming
Authors:
Abstract:

In this paper the problem of finding the global optimum of a concave function over a polytope is considered. A well-known class of algorithms for this problem is the class of conical algorithms. In particular, the conical algorithm, based on the so called ω-subdivision strategy is considered. It is proved that, for any given accuracy ϵ > 0, this algorithm stops in a finite time by returning an ϵ-optimal solution for the problem, while it is convergent for ϵ = 0.

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