Unboundedness in reverse convex and concave integer programming

Unboundedness in reverse convex and concave integer programming

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Article ID: iaor20107706
Volume: 72
Issue: 2
Start Page Number: 187
End Page Number: 204
Publication Date: Oct 2010
Journal: Mathematical Methods of Operations Research
Authors:
Abstract:

In this paper we are concerned with the problem of unboundedness and existence of an optimal solution in reverse convex and concave integer optimization problems. In particular, we present necessary and sufficient conditions for existence of an upper bound for a convex objective function defined over the feasible region. The conditions for boundedness are provided in a form of an implementable algorithm, showing that for the considered class of functions, the integer programming problem is unbounded if and only if the associated continuous problem is unbounded. We also address the problem of boundedness in the global optimization problem of maximizing a convex function over a set of integers contained in a convex and unbounded region. It is shown in the paper that in both types of integer programming problems, the objective function is either unbounded from above, or it attains its maximum at a feasible integer point.

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