Geodesic
Minimization of a concave function on a convex polyhedron
Mathematica Applicanda, Tome 10 (1982) no. 21, pp. 63-75.

Voir la notice de l'article provenant de la source Annales Societatis Mathematicae Polonae Series

The problem of minimizing a concave function on a convex polyhedron is considered. The author proposes a solution algorithm which, starting from a vertex representing a local minimum of the objective function, constructs a sequence of auxiliary linear programming problems in order to find a global minimum. The convergence of the algorithm is proven.
DOI : 10.14708/ma.v10i21.1617
Classification : 90C25(90C30)
Mots-clés : Convex programming, Nonlinear programming 
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Stanisław L. Kryński. Minimization of a concave function on a convex polyhedron. Mathematica Applicanda, Tome 10 (1982) no. 21, pp.  63-75. doi : 10.14708/ma.v10i21.1617. http://geodesic.mathdoc.fr/articles/10.14708/ma.v10i21.1617/

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