Article ID: | iaor1993365 |
Country: | Netherlands |
Volume: | 50 |
Issue: | 2 |
Start Page Number: | 259 |
End Page Number: | 274 |
Publication Date: | Apr 1991 |
Journal: | Mathematical Programming (Series A) |
Authors: | Horst Reiner, Benson Harold P., Thoai Nguyen V. |
An algorithm is proposed for globally minimizing a concave function over a compact convex set. This algorithm combines typical branch-and-bound elements like partitioning, bounding and deletion with suitably introduced cuts in such a way that the computationally most expensive subroutines of previous methods are avoided. In each step, essentially only few linear programming problems have to be solved. Some preliminary computational results are reported.