A Cutting Plane Algorithm for Problems Containing Convex and Reverse Convex Constraints,
RAND CORP SANTA MONICA CALIF
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This paper deals with problems in which some of the constraints have convexity that is the opposite of that required for a convex feasible region. The method of cut generation used in this paper was initially described by Tui for minimizing a concave function subject to linear constraints. Balas, Glover, and Young have recognized the applicability of such convexity cuts to integer problems. This paper shows that these cuts can be used in the solution of an even larger class of nonconvex problems.
- Operations Research