We define quasiconvex programming, a form of generalized linear programming
in which one seeks the point minimizing the pointwise maximum of a collection
of quasiconvex functions. We survey algorithms for solving quasiconvex programs
either numerically or via generalizations of the dual simplex method from
linear programming, and describe varied applications of this geometric
optimization technique in meshing, scientific computation, information
visualization, automated algorithm analysis, and robust statistics.Comment: 33 pages, 14 figure