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Unboundedness in reverse convex and concave integer programming

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  • Wiesława Obuchowska

Abstract

In this paper we are concerned with the problem of unboundedness and existence of an optimal solution in reverse convex and concave integer optimization problems. In particular, we present necessary and sufficient conditions for existence of an upper bound for a convex objective function defined over the feasible region contained in $${\mathbb{Z}^n}$$ . The conditions for boundedness are provided in a form of an implementable algorithm, showing that for the considered class of functions, the integer programming problem is unbounded if and only if the associated continuous problem is unbounded. We also address the problem of boundedness in the global optimization problem of maximizing a convex function over a set of integers contained in a convex and unbounded region. It is shown in the paper that in both types of integer programming problems, the objective function is either unbounded from above, or it attains its maximum at a feasible integer point. Copyright Springer-Verlag 2010

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  • 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.
    • Handle: RePEc:spr:mathme:v:72:y:2010:i:2:p:187-204
    DOI: 10.1007/s00186-010-0315-4
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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.
    2. Obuchowska, W. T. & Murty, K. G., 2001. "Cone of recession and unboundedness of convex functions," European Journal of Operational Research, Elsevier, vol. 133(2), pages 409-415, January.
    3. Caron, R. J. & Obuchowska, W., 1992. "Unboundedness of a convex quadratic function subject to concave and convex quadratic constraints," European Journal of Operational Research, Elsevier, vol. 63(1), pages 114-123, November.
    4. 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.
    5. Duan Li & Xiaoling Sun, 2006. "Nonlinear Integer Programming," International Series in Operations Research and Management Science, Springer, number 978-0-387-32995-6.
    6. Wiesława Obuchowska, 2010. "Minimal infeasible constraint sets in convex integer programs," Journal of Global Optimization, Springer, vol. 46(3), pages 423-433, March.
    7. Caron, Richard J. & Obuchowska, Wieslawa T., 1995. "An algorithm to determine boundedness of quadratically constrained convex quadratic programmes," European Journal of Operational Research, Elsevier, vol. 80(2), pages 431-438, January.
    8. H. Tuy & T. V. Thieu & Ng. Q. Thai, 1985. "A Conical Algorithm for Globally Minimizing a Concave Function Over a Closed Convex Set," Mathematics of Operations Research, INFORMS, vol. 10(3), pages 498-514, August.
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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. 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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