A convergent conical algorithm with ω-bisection for concave minimization

The conical algorithm is a global optimization algorithm proposed by Tuy in 1964 to solve concave minimization problems. Introducing the concept of pseudo-nonsingularity, we give an alternative proof of convergence of the algorithm with the ω -subdivision rule. We also develop a new convergent subdivision rule, named ω -bisection, and report numerical results of comparing it with the usual ω -subdivision.