한국경영과학회지 (Journal of the Korean Operations Research and Management Science Society)

  • 제22권3호
  • /
  • Pages.11-22
  • /
  • 1997
  • /
  • 1225-1119(pISSN)
  • /
  • 2733-4759(eISSN)
한국경영과학회 (The Korean Operations Research and Management Science Society)
권호 표지

유효 절단 부등식을 이용한 오목함수 0-1 배낭제약식 문제의 해법

A Concave Function Minimization Algorithm Under 0-1 Knapsack Constraint using Strong Valid Inequalities

  • 발행 : 1997.09.01
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초록

The aim of this paper is to develop the B & B type algorithms for globally minimizing concave function under 0-1 knapsack constraint. The linear convex envelope underestimating the concave object function is introduced for the bounding operations which locate the vertices of the solution set. And the simplex containing the solution set is sequentially partitioned into the subsimplices over which the convex envelopes are calculated in the candidate problems. The adoption of cutting plane method enhances the efficiency of the algorithm. These mean valid inequalities with respect to the integer solution which eliminate the nonintegral points before the bounding operation. The implementations are effectively concretized in connection with the branching stategys.

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참고문헌

  1. 대한산업공학회지 v.19 0-1 배낭 제약식을 갖는 오목함수 최소화 문제의 해법 오세호;정성진
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