TY - JOUR T1 - Finding the Strictly Local and $\epsilon $-Global Minimizers of Concave Minimization with Linear Constraints AU - Marcotte , Patrice AU - Wu , Shiquan JO - Journal of Computational Mathematics VL - 4 SP - 327 EP - 334 PY - 1997 DA - 1997/08 SN - 15 DO - http://doi.org/ UR - https://global-sci.org/intro/article_detail/jcm/9210.html KW - AB -
This paper considers the concave minimization problem with linear constraints, proposes a technique which may avoid the unsuitable Karush-Kuhn-Tucker points, then combines this technique with Frank-Wolfe method and simplex method to form a pivoting method which can determine a strictly local minimizer of the problem in a finite number of iterations. Based on strictly local minimizers, a new cutting plane method is proposed. Under some mild conditions, the new cutting plane method is proved to be finitely terminated at an $\epsilon $-global minimizer of the problem.