A Conical Algorithm for Globally Minimizing a Concave Function Over a Closed Convex Set

Abstract

In this paper we are concerned with the problem of finding the global minimum of a concave function over a closed, convex, possibly unbounded set in R n . The intrinsic difficulty of this problem is due to the fact that a local minimum of the objective function may fail to be a global one—which makes the conventional methods of local optimization almost useless.