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G-96-17

Best Simplicial and Double-Simplicial Bounds for Concave Minimization

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We define two classes of lower bounds using either one or two simplices for the minimization of a concave function over a polytope. For each of them, a procedure is developed to compute the best lower bound of the class. These two lower bound procedures are embedded in a normal conical algorithm to solve the concave minimization problem. Computational results are presented.

, 31 pages

Ce cahier a été révisé en juillet 2003

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G-96-17.pdf (260 Ko)