- objective function is concave
- constraints are convex
Categories of algorithms
- Gradient-based
- [[Gradient Search]]
- Modified to ensure we don't leave solution area
- Generalized reduced gradient method (GRG)
- Sequential unconstrained
- [[Sequential Unconstrained Minimization Technique (SUMT)]] (SUMT)
- Sequential approximation
- Linear, quadratic approximation
- [[Frank-Wolfe Algorithm]]