An algebra-based approach for linearly constrained concave minimization

✍ Scribed by Quanling Wei; Hong Yan

• Book ID: 104352449
• Publisher: Elsevier Science
• Year: 2002
• Tongue: English
• Weight: 534 KB
• Volume: 43
• Category: Article
• ISSN: 0898-1221
• DOI: 10.1016/s0898-1221(02)80006-2

✦ Synopsis

This paper proposes an algebra approach for solving the linearly constrained continuous quasi-concave minimization problems. The study involves a class of very generalized concave functions, continuous strictly quasi-concave functions. Based on the fact that the optimal solutions can be achieved at an extreme point of the polyhedron, we provide an algebra-based method for identifying the extreme points. The caSe on unbounded polyhedral constraints is also discussed and solved. Numerical examples are provided for illustration.