Geoffrion, Arthur M. - In: Management Science 13 (1966) 3, pp. 244-253
This paper, which is presented in two parts, develops a computational approach to strictly concave parametric programs of the form: Maximize \alpha f<sub>1</sub>(x) + (1 - \alpha )f<sub>2</sub>(x) subject to concave inequality constraints for each fixed value of \alpha in the unit interval, where f<sub>1</sub> and f<sub>2</sub> are...