A continuous approach for the concave cost supply problem via DC programming and DCA

  • Authors:
  • Hoai An Le Thi;Tao Pham Dinh

  • Affiliations:
  • Laboratory of Theoretical and Applied Computer Science de UFR MIM, University of Metz, Ile du Saulcy, 57045 Metz, France;Laboratory of Modelling, Optimization and Operations Research, National Institute for Applied Sciences, Place Emile Blondel, BP 8, 76 131 Mont Saint Aignan, France

  • Venue:
  • Discrete Applied Mathematics
  • Year:
  • 2008

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Abstract

The paper addresses an important but difficult class of concave cost supply management problems which consist in minimizing a separable increasing concave objective function subject to linear and disjunctive constraints. We first recast these problems into mixed zero-one nondifferentiable concave minimization over linear constraints problems and then apply exact penalty techniques to state equivalent nondifferentiable polyhedral DC (Difference of Convex functions) programs. A new deterministic approach based on DC programming and DCA (DC Algorithms) is investigated to solve the latter ones. Finally numerical simulations are reported which show the efficiency, the robustness and the globality of our approach.