Abstract
One of the most frequently encountered problems of global optimization is Concave Minimization (or Concave Programming) which consists in minimizing a concave function f : R n → R over a nonempty closed convex set D ( R n . In this and the next chapters we shall focus on the Basic Concave Programming (BCP) Problem which is a particular variant of the concave programming problem when all the constraints are linear, i.e. when D is a polyhedron.
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© 1998 Springer Science+Business Media Dordrecht
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Tuy, H. (1998). Successive Partitioning Methods. In: Convex Analysis and Global Optimization. Nonconvex Optimization and Its Applications, vol 22. Springer, Boston, MA. https://doi.org/10.1007/978-1-4757-2809-5_5
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DOI: https://doi.org/10.1007/978-1-4757-2809-5_5
Publisher Name: Springer, Boston, MA
Print ISBN: 978-1-4419-4783-3
Online ISBN: 978-1-4757-2809-5
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