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On the Convergence of Cone Splitting Algorithms with ω-Subdivisions

B. Jaumard and C. Meyer
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B. Jaumard: GERAD and École Polytechnique de Montréal
C. Meyer: École Polytechnique de Montréal

Journal of Optimization Theory and Applications, 2001, vol. 110, issue 1, No 6, 119-144

Abstract: Abstract We present a convergence proof of the Tuy cone splitting algorithm with a pure ω-subdivision strategy for the minimization of a concave function over a polytope. The key idea of the convergence proof is to associate with the current hyperplane a new hyperplane that supports the whole polytope instead of only the portion of it contained in the current cone. A branch-and-bound variant of the algorithm is also discussed.

Keywords: concave minimization; ω-subdivisions; convergence (search for similar items in EconPapers)
Date: 2001
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DOI: 10.1023/A:1017595513275

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