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: | Garca-Palomares Ubaldo, Colmenares William |
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.