A finite algorithm for concave minimization over a polyhedron

Harold P. Benson

Naval Research Logistics Quarterly, 1985, vol. 32, issue 1, 165-177

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.

Date: 1985
References: Add references at CitEc
Citations: View citations in EconPapers (10)

Downloads: (external link)
https://doi.org/10.1002/nav.3800320119

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:wly:navlog:v:32:y:1985:i:1:p:165-177

Access Statistics for this article

More articles in Naval Research Logistics Quarterly from John Wiley & Sons
Bibliographic data for series maintained by Wiley Content Delivery ().