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On boundedness of (quasi-)convex integer optimization problems

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  • Wiesława Obuchowska

Abstract

In this paper we are concerned with the problem of boundedness and the existence of optimal solutions to the constrained integer optimization problem. We present necessary and sufficient conditions for boundedness of either a faithfully convex or quasi-convex polynomial function over the feasible set contained in $${\mathbb {Z}^n}$$ , and defined by a system of faithfully convex inequality constraints and/or quasi-convex polynomial inequalities. The conditions for boundedness are provided in the form of an implementable algorithm, terminating after a finite number of iterations, showing that for the considered class of functions, the integer programming problem with nonempty feasible region is unbounded if and only if the associated continuous optimization problem is unbounded. We also prove that for a broad class of objective functions (which in particular includes polynomials with integer coefficients), an optimal solution set of the constrained integer problem is nonempty over any subset of $${\mathbb {Z}^n}$$ . Copyright Springer-Verlag 2008

Suggested Citation

  • Wiesława Obuchowska, 2008. "On boundedness of (quasi-)convex integer optimization problems," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 68(3), pages 445-467, December.
  • Handle: RePEc:spr:mathme:v:68:y:2008:i:3:p:445-467
    DOI: 10.1007/s00186-007-0196-3
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    References listed on IDEAS

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    1. Wiesława Obuchowska, 2007. "Conditions for boundedness in concave programming under reverse convex and convex constraints," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 65(2), pages 261-279, April.
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    Cited by:

    1. Wiesława T. Obuchowska, 2015. "Irreducible Infeasible Sets in Convex Mixed-Integer Programs," Journal of Optimization Theory and Applications, Springer, vol. 166(3), pages 747-766, September.
    2. Obuchowska, Wiesława T., 2014. "Feasible partition problem in reverse convex and convex mixed-integer programming," European Journal of Operational Research, Elsevier, vol. 235(1), pages 129-137.
    3. Wiesława Obuchowska, 2010. "Unboundedness in reverse convex and concave integer programming," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 72(2), pages 187-204, October.
    4. Wiesława Obuchowska, 2010. "Minimal infeasible constraint sets in convex integer programs," Journal of Global Optimization, Springer, vol. 46(3), pages 423-433, March.
    5. Obuchowska, Wiesława T., 2012. "Feasibility in reverse convex mixed-integer programming," European Journal of Operational Research, Elsevier, vol. 218(1), pages 58-67.

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    1. Obuchowska, Wiesława T., 2014. "Feasible partition problem in reverse convex and convex mixed-integer programming," European Journal of Operational Research, Elsevier, vol. 235(1), pages 129-137.
    2. Obuchowska, Wiesława T., 2012. "Feasibility in reverse convex mixed-integer programming," European Journal of Operational Research, Elsevier, vol. 218(1), pages 58-67.
    3. Wiesława Obuchowska, 2010. "Unboundedness in reverse convex and concave integer programming," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 72(2), pages 187-204, October.

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