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A penalty for concave minimization derived from the tuy cutting plane

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  • Kurt M. Bretthauer

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.

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  • Kurt M. Bretthauer, 1994. "A penalty for concave minimization derived from the tuy cutting plane," Naval Research Logistics (NRL), John Wiley & Sons, vol. 41(3), pages 455-463, April.
    • Handle: RePEc:wly:navres:v:41:y:1994:i:3:p:455-463
    DOI: 10.1002/1520-6750(199404)41:33.0.CO;2-Q
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    References listed on IDEAS

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    1. Marcus Porembski, 2008. "On the hierarchy of γ‐valid cuts in global optimization," Naval Research Logistics (NRL), John Wiley & Sons, vol. 55(1), pages 1-15, February.
    2. Gavin J. Bell & Bruce W. Lamar & Chris A. Wallace, 1999. "Capacity improvement, penalties, and the fixed charge transportation problem," Naval Research Logistics (NRL), John Wiley & Sons, vol. 46(4), pages 341-355, June.
    3. Harold P. Benson, 1996. "Deterministic algorithms for constrained concave minimization: A unified critical survey," Naval Research Logistics (NRL), John Wiley & Sons, vol. 43(6), pages 765-795, September.

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