On the convergence of cone splitting algorithms with \(\omega\)-subdivisions (Q5947265)
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scientific article; zbMATH DE number 1660704
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English | On the convergence of cone splitting algorithms with \(\omega\)-subdivisions |
scientific article; zbMATH DE number 1660704 |
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On the convergence of cone splitting algorithms with \(\omega\)-subdivisions (English)
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29 May 2002
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The authors consider a minimization problem where the objective function is concave and the feasible region is a full--dimensional polytope in \({\mathbb R}^n.\) The convergence of the revisited version of the Tuy cone splitting algorithm and of its branch--and--bound variant is proved. The idea consists in considering at each iteration a new hyperplane supporting the whole polytope instead of only the portion contained in the cone, but which leads to the same point \(\omega\).
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concave minimization
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\(\omega\)-subdivision
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conical algorithms
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