We describe a deep cut version of the ellipsoid algorithm and introduce a class of functions and their corresponding finite dimensional optimization problems to which it can be applied. Moreover, we show that an important subset of the quasiconvex functions belong to the above mentioned class.

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doi.org/10.1007/978-3-642-46802-5_6, hdl.handle.net/1765/11541
Lecture Notes in Economics and Mathematical Systems
Erasmus School of Economics

Frenk, H., Gromicho, J., Plastria, F., & Zhang, S. (1994). A deep cut ellipsoid algorithm and quasiconvex programming. In Generalized Convexity. Lecture Notes in Economics and Mathematical Systems. (pp. 62–76). doi:10.1007/978-3-642-46802-5_6