Abstract
In 1964, in a seminal paper, Tuy proposed a simple algorithm for concave minimization over a polytope. This algorithm was shown to cycle some years later. Recently however it has been shown that despite this possibility of cycling, Tuy's algorithm always finds the optimal solution of the problem. We present a modification of it which simplifies the cycle detection.
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Meyer, C. A Simple Finite Cone Covering Algorithm for Concave Minimization. Journal of Global Optimization 18, 357–365 (2000). https://doi.org/10.1023/A:1026548217241
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DOI: https://doi.org/10.1023/A:1026548217241