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On the minimization of a quasi-concave function subject to linear constraints - MaRDI portal

On the minimization of a quasi-concave function subject to linear constraints (Q1178718)

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scientific article; zbMATH DE number 22301
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On the minimization of a quasi-concave function subject to linear constraints
scientific article; zbMATH DE number 22301

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    On the minimization of a quasi-concave function subject to linear constraints (English)
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    26 June 1992
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    An outer approximation algorithm is given for minimizing a quasiconcave function subject to linear constraints, which avoids some difficulties of other algorithms. In particular, all feasible vertices of a polytope can be found.
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    outer approximation algorithm
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    quasiconcave function
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    linear constraints
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