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: | Locatelli L. |
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.