Quasiconvex Optimization and Location Theory

This book includes variants of the ellipsoid method for convex and quasiconvex problems and applies them to very general convex and quasiconvex models in location theory. §It starts by describing the adopted notation and provides basic details of convexity and convex optimization. Without aiming at replacing classical references, it manages to bring the required concepts into an easily tractable form and to focus the reader on the more elaborate developments that follow. Many techniques in convex optimization rely on the use of separation hyperplanes. The book uses the ellipsoid method as an illustration of such a technique and provides a new and more stable version of this method. The new algorithm receives a clear and concise treatment, starting with its derivation and ending with its convergence analysis. Both the derivation and the analysis use a simpler approach than previously found in the literature. §The second part of the book generalizes the new algorithm to solve quasiconvex programs. Although the techniques required by the quasiconvex case are more complex, the book provides a clear and direct interpretation of the main theoretical results. §Audience: This book will be of great value to graduate students and researchers working in continuous optimization using separation techniques and for those dealing with general continuous location models.