• Journal of the Korea Convergence Society
• /
• v.7 no.5
• /
• pp.213-219
• /
• 2016

This paper presents a branch-and-bound algorithm for solving the concave minimization problem with upper bounded variables whose single constraint is linear. The algorithm uses simplex as partition element. Because the convex envelope which most tightly underestimates the concave function on the simplex is uniquely determined by solving the related linear equations. Every branching process generates two subsimplices one lower dimensional than the candidate simplex by adding 0 and upper bound constraints. Subsequently the feasible points are partitioned into two sets. During the bounding process, the linear programming problems defined over subsimplices are minimized to calculate the lower bound and to update the incumbent. Consequently the simplices which do certainly not contain the global minimum are excluded from consideration. The major advantage of the algorithm is that the subproblems are defined on the one less dimensinal space. It means that the amount of work required for the subproblem decreases whenever the branching occurs. Our approach can be applied to solving the concave minimization problems under knapsack type constraints.

• Journal of the Korea Convergence Society
• /
• v.10 no.11
• /
• pp.71-77
• /
• 2019

This paper defines a multi-selection knapsack problem and presents an algorithm for seeking its optimal solution. Multi-selection means that all members of the particular group be selected or excluded. Our branch-and-bound algorithm introduces a simplex containing the feasible region of the original problem to exploit the fact that the most tightly underestimating function on the simplex is linear. In bounding operation, the subproblem defined over the candidate simplex is minimized. During the branching process the candidate simplex is splitted into two one-less dimensional subsimplices by being projected onto two hyperplanes. The approach of this paper can be applied to solving the global minimization problems under various types of the knapsack constraints.

• Journal of Korean Institute of Industrial Engineers
• /
• v.19 no.2
• /
• pp.3-13
• /
• 1993

In this study, we develop a B & B type algorithm for the concave minimization problem with 0-1 knapsack constraint. Our algorithm reformulates the original problem into the singly linearly constrained concave minimization problem by relaxing 0-1 integer constraint in order to get a lower bound. But this relaxed problem is the concave minimization problem known as NP-hard. Thus the linear function that underestimates the concave objective function over the given domain set is introduced. The introduction of this function bears the following important meanings. Firstly, we can efficiently calculate the lower bound of the optimal object value using the conventional convex optimization methods. Secondly, the above linear function like the concave objective function generates the vertices of the relaxed solution set of the subproblem, which is used to update the upper bound. The fact that the linear underestimating function is uniquely determined over a given simplex enables us to fix underestimating function by considering the simplex containing the relaxed solution set. The initial containing simplex that is the intersection of the linear constraint and the nonnegative orthant is sequentially partitioned into the subsimplices which are related to subproblems.