A Cutting Plane Algorithm for Linear Reverse Convex Programs

Khosrow Moshirvaziri () and Mahyar Amouzegar

Annals of Operations Research, 2001, vol. 105, issue 1, 212 pages

Abstract: In this paper, global optimization of linear programs with an additional reverse convex constraint is considered. This type of problem arises in many applications such as engineering design, communications networks, and many management decision support systems with budget constraints and economies-of-scale. The main difficulty with this type of problem is the presence of the complicated reverse convex constraint, which destroys the convexity and possibly the connectivity of the feasible region, putting the problem in a class of difficult and mathematically intractable problems. We present a cutting plane method within the scope of a branch-and-bound scheme that efficiently partitions the polytope associated with the linear constraints and systematically fathoms these portions through the use of the bounds. An upper bound and a lower bound for the optimal value is found and improved at each iteration. The algorithm terminates when all the generated subdivisions have been fathomed. Copyright Kluwer Academic Publishers 2001

Keywords: reverse convex programming problem; cutting plane techniques; nonconvex programming; global optimization (search for similar items in EconPapers)
Date: 2001
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1023/A:1013361800945 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:annopr:v:105:y:2001:i:1:p:201-212:10.1023/a:1013361800945

Ordering information: This journal article can be ordered from
http://www.springer.com/journal/10479

DOI: 10.1023/A:1013361800945

Access Statistics for this article

Annals of Operations Research is currently edited by Endre Boros

More articles in Annals of Operations Research from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().