Feasibility in reverse convex mixed-integer programming
AbstractIn this paper we address the problem of the infeasibility of systems defined by reverse convex inequality constraints, where some or all of the variables are integer. In particular, we provide a polynomial algorithm that identifies a set of all constraints critical to feasibility (CF), that is constraints that may affect a feasibility status of the system after some perturbation of the right-hand sides. Furthermore, we will investigate properties of the irreducible infeasible sets and infeasibility sets, showing in particular that every irreducible infeasible set as well as infeasibility sets in the considered system, are subsets of the set CF of constraints critical to feasibility.
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Bibliographic InfoArticle provided by Elsevier in its journal European Journal of Operational Research.
Volume (Year): 218 (2012)
Issue (Month): 1 ()
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Web page: http://www.elsevier.com/locate/eor
Integer programming; Feasibility; Concave integer minimization; Reverse convex constraints; Sensitivity analysis; Irreducible infeasible sets;
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- Obuchowska, Wieslawa T., 1998. "Infeasibility analysis for systems of quadratic convex inequalities," European Journal of Operational Research, Elsevier, vol. 107(3), pages 633-643, June.
- Caron, R. J. & Obuchowska, W., 1992. "Unboundedness of a convex quadratic function subject to concave and convex quadratic constraints," European Journal of Operational Research, Elsevier, vol. 63(1), pages 114-123, November.
- Herbert E. Scarf, 1977. "An Observation on the Structure of Production Sets with Indivisibilities," Cowles Foundation Discussion Papers 453, Cowles Foundation for Research in Economics, Yale University.
- Wiesława Obuchowska, 2010. "Minimal infeasible constraint sets in convex integer programs," Journal of Global Optimization, Springer, vol. 46(3), pages 423-433, March.
- Chakravarti, Nilotpal, 1994. "Some results concerning post-infeasibility analysis," European Journal of Operational Research, Elsevier, vol. 73(1), pages 139-143, February.
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