On the minimization of a quasi-concave function subject to linear constraints

On the minimization of a quasi-concave function subject to linear constraints

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Article ID: iaor19912113
Country: Netherlands
Volume: 10
Issue: 3
Start Page Number: 137
End Page Number: 141
Publication Date: Apr 1991
Journal: Operations Research Letters
Authors: ,
Abstract:

The authors give an outer approximation for minimizing a quasi-concave function subject to linear constraints, which possesses certain advantages over related algorithms. It is shown that the algorithm is easily adapted for finding all feasible vertices of polytope.

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