Article ID: | iaor2002456 |
Country: | United States |
Volume: | 107 |
Issue: | 1 |
Start Page Number: | 69 |
End Page Number: | 79 |
Publication Date: | Oct 2000 |
Journal: | Journal of Optimization Theory and Applications |
Authors: | Locatelli M., Raber U. |
The problem of minimizing a concave function over a polytope is considered. The simplicial branch-and-bound approach is presented and theoretical studies about the convergence of these algorithms are carried on. In particular, the convergence of the algorithm based on so-called omega-subdivisions is proved, which had been an open question for a long time.