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Convergence of a Tuy-type algorithm for concave minimization subject to linear inequality constraints

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Abstract

A modification of Tuy's cone splitting algorithm for minimizing a concave function subject to linear inequality constraints is shown to be convergent by demonstrating that the limit of a sequence of constructed convex polytopes contains the feasible region. No geometric tolerance parameters are required.

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Authors and Affiliations

  1. Department of System Science, School of Engineering and Applied Science, University of California, 90024, Los Angeles, California, USA

    Stephen E. Jacobsen

Authors
  1. Stephen E. Jacobsen
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Additional information

Communicated by J. Stoer

Research supported by National Science Foundation Grant ENG 76-12250

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Jacobsen, S.E. Convergence of a Tuy-type algorithm for concave minimization subject to linear inequality constraints. Appl Math Optim 7, 1–9 (1981). https://doi.org/10.1007/BF01442106

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  • DOI: https://doi.org/10.1007/BF01442106

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