Article ID: | iaor1993371 |
Country: | Netherlands |
Volume: | 51 |
Issue: | 2 |
Start Page Number: | 229 |
End Page Number: | 245 |
Publication Date: | Sep 1991 |
Journal: | Mathematical Programming (Series A) |
Authors: | Tuy Hoang |
A new conical algorithm is developed for finding the global minimum of a concave function over a polytope. To ensure faster convergence and overcome some major drawbacks of previous conical algorithms, a normal (rather than exhaustive) subdivision process is used.