Please use this identifier to cite or link to this item: http://hdl.handle.net/11718/26071
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dc.contributor.authorSinha, Ankur-
dc.contributor.authorDas, Arka-
dc.contributor.authorAnand, Guneshwar-
dc.contributor.authorJayaswal, Sachin-
dc.date.accessioned2023-02-13T13:02:47Z-
dc.date.available2023-02-13T13:02:47Z-
dc.date.issued2023-02-10-
dc.identifier.citationA General Purpose Exact Solution Method for Mixed Integer Concave Minimization Problems - ScienceDirect. (n.d.). Retrieved February 13, 2023, from https://www.sciencedirect.com/science/article/pii/S0377221723001212?via%3Dihuben_US
dc.identifier.issn1872-6860-
dc.identifier.urihttp://hdl.handle.net/11718/26071-
dc.description.abstractIn this article, we discuss an exact algorithm for solving mixed integer concave minimization problems. A piecewise inner-approximation of the concave function is achieved using an auxiliary linear program that leads to a bilevel program, which provides a lower bound to the original problem. The bilevel program is reduced to a single level formulation with the help of Karush-Kuhn-Tucker (KKT) conditions. Incorporating the KKT conditions lead to complementary slackness conditions that are linearized using BigM, for which we identify a tight value for general problems. Multiple bilevel programs, when solved over iterations, guarantee convergence to the exact optimum of the original problem. Though the algorithm is general and can be applied to any optimization problem with concave function(s), in this paper, we solve two common classes of operations and supply chain problems; namely, the concave knapsack problem, and the concave production-transportation problem. The computational experiments indicate that our proposed approach outperforms the customized methods that have been used in the literature to solve the two classes of problems by an order of magnitude in most of the test cases.en_US
dc.language.isoenen_US
dc.publisherScienceDirecten_US
dc.relation.ispartofEuropean journal of operational researchen_US
dc.subjectGlobal Optimizationen_US
dc.subjectConcave Minimizationen_US
dc.subjectMixed Integer Non-Linear Programmingen_US
dc.subjectKnapsack Problemen_US
dc.subjectProduction-Transportation Problemen_US
dc.titleA general purpose exact solution method for mixed integer concave minimization problemsen_US
dc.typeArticleen_US
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