Abstract
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.
Original language | English |
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Pages (from-to) | 965-974 |
Number of pages | 10 |
Journal | Computers and Mathematics with Applications |
Volume | 43 |
Issue number | 8-9 |
DOIs | |
Publication status | Published - 1 Apr 2002 |
Keywords
- Extreme points
- Linear constraints
- Minimization
- Quasi-concave function
ASJC Scopus subject areas
- Modelling and Simulation
- Computational Theory and Mathematics
- Computational Mathematics