Implements the Falk-Hoffman Algorithm to solve concave minimization problems over complex solution spaces (confined by linear constraints) as described in http://dx.doi.org/10.1287/opre.34.6.919 The script uses the PULP library (https://pythonhosted.org/PuLP/) to solve the initial Linear optimization problem. Other dependencies are Python packages Numpy and collections.
The file fhtest.py implements the two demonstration cases discussed in the paper.
The script comes with no warranty!