Finite exact branch-and-bound algorithms for concave minimization over polytopes

被引:17
|
作者
Locatelli, M
Thoai, NV
机构
[1] Univ Florence, Dipartimento Sistemi & Informat, I-50139 Florence, Italy
[2] Univ Trier, Dept Math, D-54286 Trier, Germany
关键词
concave minimization problems; branch-and-bound; local searches; concavity cuts;
D O I
10.1023/A:1008324430471
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
In this paper simplicial branch-and-bound algorithms for concave minimization problems are discussed. Some modifications of the basic algorithm are presented, mainly consisting in rules to start local searches, introduction of cuts and updates of the original objective function. While some of these tools are not new in the literature, it is the first time, to the authors' knowledge, that they are used to guarantee the finiteness of a simplicial branch-and-bound approach.
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页码:107 / 128
页数:22
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