Global minimization of a concave function subject to mixed linear and reverse convex constraints (Q913663): Difference between revisions

The paper is concerned with the global minimization of a concave function over a nonconvex set which is a kind of `excised' polyhedral convex set. This class of optimization problems is extensively analyzed. Basic properties of the problem are given, a general method for partitioning a polyhedral convex set into generalized simplices are proposed and it is shown how this partition can be incorporated into a branch-and-bound algorithm to solve this problem.