A simple finite cone covering algorithm for concave minimization (Q5930000)
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scientific article; zbMATH DE number 1587232
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple finite cone covering algorithm for concave minimization |
scientific article; zbMATH DE number 1587232 |
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A simple finite cone covering algorithm for concave minimization (English)
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16 December 2001
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One of the classical solution methods for concave minimization problems over a polytope is the cone covering algorithm by Tuy. This paper proposes a new simple covering scheme using cones with \(n\) extreme rays and requiring only two linear programs per cone. Especially, easy conditions to detect cycling are given. Also the finiteness and correctness of the presented algorithm ist proved.
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concave minimization
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cone covering algorithm
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