Generalized γ-Valid Cut Procedure for Concave Minimization
H. P. Benson
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H. P. Benson: University of Florida
Journal of Optimization Theory and Applications, 1999, vol. 102, issue 2, No 5, 289-298
Abstract:
Abstract The concept of a γ-valid cutting plane has been used in many types of algorithms for solving concave minimization problems. Unfortunately, the procedures proposed to date for constructing these cuts are valid only under certain assumptions that often may not hold in practice. Chief among these is the requirement that the feasible region of the concave minimization problem in question have full dimension, and that the objective function of this problem be concave rather than quasiconcave. In this article, we propose, validate, and show how to implement a more general γ-valid cutting plane procedure which eliminates these restrictions.
Keywords: Concave minimization; γ-valid cut; Tuy cut; global optimization (search for similar items in EconPapers)
Date: 1999
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DOI: 10.1023/A:1021776323080
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