min_concave(f,h,gra​dient_h,S,n,p,epsil​on,tol)

Version 1.2.0.0 (7.08 KB) by Kammoun
Program for global minimization of a concave function.
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Updated 13 Feb 2017

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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.

Cite As

Kammoun (2024). min_concave(f,h,gradient_h,S,n,p,epsilon,tol) (https://www.mathworks.com/matlabcentral/fileexchange/36247-min_concave-f-h-gradient_h-s-n-p-epsilon-tol), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2010a
Compatible with any release
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global_concave/

Version Published Release Notes
1.2.0.0

Put it in a zip file
The definition of the set S is wrongly explained in the file min_concave.m. This is fixed now
1.1.0.0

Fix some errors in the file test min_concave_test_5.m. Modify also the parameter epsilon in min_concave_test.m
1.0.0.0