Concave minimization over a convex polyhedron

Hamdy A. Taha

Naval Research Logistics Quarterly, 1973, vol. 20, issue 3, 533-548

Abstract: A general algorithm is developed for minimizing a well defined concave function over a convex polyhedron. The algorithm is basically a branch and bound technique which utilizes a special cutting plane procedure to' identify the global minimum extreme point of the convex polyhedron. The indicated cutting plane method is based on Glover's general theory for constructing legitimate cuts to identify certain points in a given convex polyhedron. It is shown that the crux of the algorithm is the development of a linear undrestimator for the constrained concave objective function. Applications of the algorithm to the fixed‐charge problem, the separable concave programming problem, the quadratic problem, and the 0‐1 mixed integer problem are discussed. Computer results for the fixed‐charge problem are also presented.

Date: 1973
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Persistent link: https://EconPapers.repec.org/RePEc:wly:navlog:v:20:y:1973:i:3:p:533-548

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