Group for Research in Decision Analysis

# Best Simplicial and Double-Simplicial Bounds for Concave Minimization

## Pierre Hansen, Brigitte Jaumard, Christophe Meyer, and H Tuy

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

This cahier was revised in July 2003