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Function for global minimization of a concave function

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17 Apr 2012 (Updated )

Program for global minimization of a concave function.

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Description

We implement the algorithm of Harold. P Benson which can be found in the
 paper " A Branch and Bound-Outer Approximation Algorithm for Concave Minimization over a Convex Set"
The provided function finds the global minimum of a concave function over a convex set defined by h(x)<=0.
The global minimum is obtained by combining the outer approximation method with a branch and bound process.
Several test files for the algorithm are included. They all support the convergence of the provided algorithm.

Required Products Optimization Toolbox
MATLAB release MATLAB 7.10 (R2010a)
Other requirements I used Matlab 7.10 but I think that previous version of Matlab can work also.
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Comments and Ratings (1)
18 Aug 2014 James

Could you please provide some guidance as to how to calculate the S vector? There is only two lines of comments in the main file about to calculate it; using those formulas, I have not been able to replicate the S vectors for any of the example files.

Thanks,
James

Updates
18 Apr 2012

Fix some errors in the file test min_concave_test_5.m. Modify also the parameter epsilon in min_concave_test.m

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