Abstract: We first briefly give the concept of concave minimization programming and the cutting plane method, and then propose the uncertain upper limited integral function method which will be used to solve γ constant in the γ-extension. We show that the proposed method only requires a finite number of iterations to reach a near-optimal solution that is just the global optimization. Implementation of the method is reported with satisfactory numerical results.

Key words: γ-extension, concave minimization, cutting plane method, uncertain upper limited integral function method