I am wondering what happens if I want to search for an optimal solution on the following polygon for a linear problem?
Optimizing linear objective over non-convex polyhedron
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linear-programming
non-convex-optimization
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0Partition the non-convex polygon into two (disjoint) triangles. Optimize over each triangle. Then take the maximum (or minimum) of the two maxima (or minima). – 2017-02-17
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0Thank you @RodrigodeAzevedo. – 2017-02-17
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0I have one more question. In conclusion of this you can't say there are only convex linear problems? There are also concav linear problems? – 2017-02-17
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0No, LPs are convex by definition. Read the first few slides of [MILP for control](http://acl.mit.edu/milp/MILP_for_Control.pdf). – 2017-02-17