A penalty for concave minimization derived from the tuy cutting plane

Kurt M. Bretthauer

Naval Research Logistics (NRL), 1994, vol. 41, issue 3, 455-463

Abstract: A wide variety of optimization problems have been approached with branch‐and‐bound methodology, most notably integer programming and continuous nonconvex programming. Penalty calculations provide a means to reduce the number of subproblems solved during the branch‐and‐bound search. We develop a new penalty based on the Tuy cutting plane for the nonconvex problem of globally minimizing a concave function over linear constraints and continuous variables. Computational testing with a branch‐and‐bound algorithm for concave minimization indicates that, for the problems solved, the penalty reduces solution time by a factor ranging from 1.2 to 7.2. © 1994 John Wiley & Sons, Inc.

Date: 1994
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https://doi.org/10.1002/1520-6750(199404)41:33.0.CO;2-Q

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Persistent link: https://EconPapers.repec.org/RePEc:wly:navres:v:41:y:1994:i:3:p:455-463

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