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A finite algorithm for concave minimization over a polyhedron

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  • Harold P. Benson

Abstract

We present a new algorithm for solving the problem of minimizing a nonseparable concave function over a polyhedron. The algorithm is of the branch‐and‐bound type. It finds a globally optimal extreme point solution for this problem in a finite number of steps. One of the major advantages of the algorithm is that the linear programming subproblems solved during the branch‐and‐bound search each have the same feasible region. We discuss this and other advantages and disadvantages of the algorithm. We also discuss some preliminary computational experience we have had with our computer code for implementing the algorithm. This computational experience involved solving several bilinear programming problems with the code.

Suggested Citation

  • Harold P. Benson, 1985. "A finite algorithm for concave minimization over a polyhedron," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 32(1), pages 165-177, February.
    • Handle: RePEc:wly:navlog:v:32:y:1985:i:1:p:165-177
    DOI: 10.1002/nav.3800320119
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    Citations

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    Cited by:

    1. S. Selcuk Erenguc, 1988. "Multiproduct dynamic lot‐sizing model with coordinated replenishments," Naval Research Logistics (NRL), John Wiley & Sons, vol. 35(1), pages 1-22, February.
    2. Sinha, Ankur & Das, Arka & Anand, Guneshwar & Jayaswal, Sachin, 2021. "A General Purpose Exact Solution Method for Mixed Integer Concave Minimization Problems," IIMA Working Papers WP 2021-03-01, Indian Institute of Management Ahmedabad, Research and Publication Department.
    3. Sinha, Ankur & Das, Arka & Anand, Guneshwar & Jayaswal, Sachin, 2023. "A general purpose exact solution method for mixed integer concave minimization problems," European Journal of Operational Research, Elsevier, vol. 309(3), pages 977-992.
    4. Kurt M. Bretthauer, 1994. "A penalty for concave minimization derived from the tuy cutting plane," Naval Research Logistics (NRL), John Wiley & Sons, vol. 41(3), pages 455-463, April.
    5. Sinha, Ankur & Das, Arka & Anand, Guneshwar & Jayaswal, Sachin, 2021. "A General Purpose Exact Solution Method for Mixed Integer Concave Minimization Problems (revised as on 12/08/2021)," IIMA Working Papers WP 2021-03-01, Indian Institute of Management Ahmedabad, Research and Publication Department.
    6. Simeon vom Dahl & Andreas Löhne, 2020. "Solving polyhedral d.c. optimization problems via concave minimization," Journal of Global Optimization, Springer, vol. 78(1), pages 37-47, September.
    7. Harold P. Benson, 1996. "Deterministic algorithms for constrained concave minimization: A unified critical survey," Naval Research Logistics (NRL), John Wiley & Sons, vol. 43(6), pages 765-795, September.
    8. Harold P. Benson & S. Selcuk Erenguc, 1990. "An algorithm for concave integer minimization over a polyhedron," Naval Research Logistics (NRL), John Wiley & Sons, vol. 37(4), pages 515-525, August.
    9. Harold P. Benson, 2004. "Concave envelopes of monomial functions over rectangles," Naval Research Logistics (NRL), John Wiley & Sons, vol. 51(4), pages 467-476, June.
    10. Reiner Horst, 1990. "Deterministic methods in constrained global optimization: Some recent advances and new fields of application," Naval Research Logistics (NRL), John Wiley & Sons, vol. 37(4), pages 433-471, August.

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