Minimum concave-cost network flow problems: Applications, complexity, and algorithms

We discuss a wide range of results for minimum concave-cost network flow problems, including related applications, complexity issues, and solution techniques. Applications from production and inventory planning, and transportation and communication network design are discussed. New complexity results are proved which show that this problem is NP-hard for cases with cost functions other than fixed charge. An overview of solution techniques for this problem is presented, with some new results given regarding the implementation of a particular branch-and-bound approach.

[1]  A. Victor Cabot,et al.  Some branch‐and‐bound procedures for fixed‐cost transportation problems , 1984 .

[2]  Clyde L. Monma,et al.  Send-and-Split Method for Minimum-Concave-Cost Network Flows , 1987, Math. Oper. Res..

[3]  Hiroshi Konno Minimum concave cost production system: A further generalization of multi-echelon model , 1988, Math. Program..

[4]  Randolph W. Hall,et al.  Graphical Interpretation of the Transportation Problem , 1989, Transp. Sci..

[5]  Panos M. Pardalos,et al.  Constrained Global Optimization: Algorithms and Applications , 1987, Lecture Notes in Computer Science.

[6]  J. Kennington The Fixed-Charge Transportation Problem: A Computational Study with a Branch-and-Bound Code , 1976 .

[7]  G. Gallo,et al.  Adjacent extreme flows and application to min concave cost flow problems , 1979, Networks.

[8]  Norman Zadeh,et al.  On building minimum cost communication networks over time , 1974, Networks.

[9]  Norman Zadeh,et al.  On building minimum cost communication networks , 1973, Networks.

[10]  John N. Tsitsiklis,et al.  Parallel and distributed computation , 1989 .

[11]  Norman J. Driebeek An Algorithm for the Solution of Mixed Integer Programming Problems , 1966 .

[12]  Harvey M. Wagner A POSTSCRIPT TO DYNAMIC PROBLEMS IN THE THEORY OF THE FIRM , 1960 .

[13]  Jonathan Allen,et al.  Minplex - A Compactor that Minimizes the Bounding Rectangle and Individual Rectangles in a Layout , 1986, DAC 1986.

[14]  M. Florian,et al.  DETERMINISTIC PRODUCTION PLANNING WITH CONCAVE COSTS AND CAPACITY CONSTRAINTS. , 1971 .

[15]  Ronald L. Rardin,et al.  Optimal Design of Regional Wastewater Systems: A Fixed-Charge Network Flow Model , 1978, Oper. Res..

[16]  M. Rao,et al.  A Class of Deterministic Production Planning Problems , 1973 .

[17]  T. L. Ray,et al.  A Branch-Bound Algorithm for Plant Location , 1966, Oper. Res..

[18]  Ilker Baybars,et al.  A heuristic method for facility planning in telecommunications networks with multiple alternate routes , 1988 .

[19]  Arthur F. Veinott,et al.  Minimum Concave-Cost Solution of Leontief Substitution Models of Multi-Facility Inventory Systems , 1969, Oper. Res..

[20]  W. Walker A Heuristic Adjacent Extreme Point Algorithm for the Fixed Charge Problem , 1976 .

[21]  Thomas L. Magnanti,et al.  Network Design and Transportation Planning: Models and Algorithms , 1984, Transp. Sci..

[22]  P. Pardalos,et al.  Checking local optimality in constrained quadratic programming is NP-hard , 1988 .

[23]  K. B. Haley,et al.  New Methods in Mathematical Programming---The Solid Transportation Problem , 1962 .

[24]  Fred W. Glover,et al.  A New Optimization Method for Large Scale Fixed Charge Transportation Problems , 1981, Oper. Res..

[25]  A. Phillips,et al.  Parallel algorithms for constrained optimization , 1988 .

[26]  W. Baumol,et al.  A Warehouse-Location Problem , 1958 .

[27]  Katta G. Murty,et al.  Some NP-complete problems in quadratic and nonlinear programming , 1987, Math. Program..

[28]  V. E. Unger,et al.  The Group-Theoretic Structure in the Fixed-Charge Transportation Problem , 1973, Oper. Res..

[29]  Leon Cooper,et al.  An approximate solution method for the fixed charge problem , 1967 .

[30]  Stephen F. Love A Facilities in Series Inventory Model with Nested Schedules , 1972 .

[31]  P. S. Davis,et al.  A branch‐bound algorithm for the capacitated facilities location problem , 1969 .

[32]  L. Zurich,et al.  Operations Research in Production Planning, Scheduling, and Inventory Control , 1974 .

[33]  Darwin Klingman,et al.  A Cotton Ginning Problem , 1976, Oper. Res..

[34]  Bernard Yaged,et al.  Minimum cost routing for static network models , 1971, Networks.

[35]  J. B. Rosen,et al.  Methods for global concave minimization: A bibliographic survey , 1986 .

[36]  Hamdy A. Taha Concave minimization over a convex polyhedron , 1973 .

[37]  C. Swoveland A Deterministic Multi-Period Production Planning Model with Piecewise Concave Production and Holding-Backorder Costs , 1975 .

[38]  Patrick McKeown Technical Note - A Vertex Ranking Procedure for Solving the Linear Fixed-Charge Problem , 1975, Oper. Res..

[39]  H. Konno Minimum Concave Cost Series Production Systems with Deterministic Demands: A Backlogging Case. , 1973 .

[40]  J. Ben Rosen,et al.  A parallel algorithm for constrained concave quadratic global minimization , 1988, Math. Program..

[41]  George B. Dantzig,et al.  Linear programming and extensions , 1965 .

[42]  Paul H. Zipkin,et al.  A dynamic lot-size model with make-or-buy decisions , 1989 .

[43]  Panos M. Pardalos,et al.  Global minimization of large-scale constrained concave quadratic problems by separable programming , 1986, Math. Program..

[44]  Giorgio Gallo,et al.  An algorithm for the min concave cost flow problem , 1980 .

[45]  John William Stroup Letter to the Editor - Allocation of Launch Vehicles to Space Missions: A Fixed-Cost Transportation Problem , 1967, Oper. Res..

[46]  Yves Smeers,et al.  Using shortest paths in some transshipment problems with concave costs , 1977, Math. Program..

[47]  Michael Florian,et al.  Nonlinear cost network models in transportation analysis , 1986 .

[48]  Toshihide Ibaraki,et al.  Resource allocation problems - algorithmic approaches , 1988, MIT Press series in the foundations of computing.

[49]  J. B. Rosen Global Minimization of a Linearly Constrained Concave Function by Partition of Feasible Domain , 1983, Math. Oper. Res..

[50]  D. R. Denzler,et al.  An approximative algorithm for the fixed charge problem , 1969 .

[51]  David Kennedy Some branch and bound techniques for nonlinear optimization , 1988, Math. Program..

[52]  Paul Gray,et al.  Technical Note - Exact Solution of the Fixed-Charge Transportation Problem , 1971, Oper. Res..

[53]  Kurt Spielberg,et al.  Algorithms for the Simple Plant-Location Problem with Some Side Conditions , 1969, Oper. Res..

[54]  K. Spielberg Plant Location with Generalized Search Origin , 1969 .

[55]  J. A. Tomlin,et al.  Minimum-Cost Multicommodity Network Flows , 1966, Oper. Res..

[56]  Katta G. Murty,et al.  Solving the Fixed Charge Problem by Ranking the Extreme Points , 1968, Oper. Res..

[57]  R. Horst,et al.  Global Optimization: Deterministic Approaches , 1992 .

[58]  David S. Johnson,et al.  Computers and Intractability: A Guide to the Theory of NP-Completeness , 1978 .

[59]  Richard M. Soland,et al.  Optimal Facility Location with Concave Costs , 1974, Oper. Res..

[60]  Nguyen V. Thoai,et al.  Convergent Algorithms for Minimizing a Concave Function , 1980, Math. Oper. Res..

[61]  M. Florian AN INTRODUCTION TO NETWORK MODELS USED IN TRANSPORTATION PLANNING , 1984 .

[62]  D. R. Fulkerson,et al.  Flows in Networks. , 1964 .

[63]  D. H. Marks,et al.  An Analysis of Private and Public Sector Location Models , 1970 .

[64]  Matthew J. Sobel,et al.  Smoothing Start-Up and Shut-Down Costs: Concave Case , 1970 .

[65]  P. Pardalos Enumerative techniques for solving some nonconvex global optimization problems , 1988 .

[66]  W. Zangwill A Backlogging Model and a Multi-Echelon Model of a Dynamic Economic Lot Size Production System---A Network Approach , 1969 .

[67]  M. R. Rao,et al.  Capacity Expansion with Two Producing Regions and Concave Costs , 1975 .

[68]  W. Zangwill Production Smoothing of Economic Lot Sizes with Non-Decreasing Requirements , 1966 .

[69]  H. Kuhn,et al.  An approximative algorithm for the fixed‐charges transportation problem , 1962 .

[70]  W. Zangwill Minimum Concave Cost Flows in Certain Networks , 1968 .

[71]  J. E. Falk,et al.  An Algorithm for Separable Nonconvex Programming Problems , 1969 .

[72]  H. M. Wagner On a Class of Capacitated Transportation Problems , 1959 .

[73]  Panos M. Pardalos,et al.  Algorithms for the single-source uncapacitated minimum concave-cost network flow problem , 1991, J. Glob. Optim..

[74]  D. de Werra,et al.  A property of minimum concave cost flows in capacitated networks , 1971 .

[75]  M. Balinski Fixed‐cost transportation problems , 1961 .

[76]  Arie Segev,et al.  Analysis of a flow problem with fixed charges , 1989, Networks.

[77]  Stephen F. Love Bounded Production and Inventory Models with Piecewise Concave Costs , 1973 .

[78]  M. Balinski,et al.  On an Integer Program for a Delivery Problem , 1964 .

[79]  J. Kennington,et al.  A New Branch-and-Bound Algorithm for the Fixed-Charge Transportation Problem , 1976 .

[80]  W. Zangwill A Deterministic Multi-Period Production Scheduling Model with Backlogging , 1966 .

[81]  Stephen C. Graves,et al.  A composite algorithm for a concave-cost network flow problem , 1989, Networks.

[82]  James B. Orlin,et al.  A minimum concave-cost dynamic network flow problem with an application to lot-sizing , 1985, Networks.

[83]  B. M. Khumawala An Efficient Branch and Bound Algorithm for the Warehouse Location Problem , 1972 .

[84]  N. Linial Hard enumeration problems in geometry and combinatorics , 1986 .

[85]  B. M. Khumawala,et al.  An Efficient Branch and Bound Algorithm for the Capacitated Warehouse Location Problem , 1977 .

[86]  H. L. Bhatia Indefinite Quadratic Solid Transportation Problem , 1981 .

[87]  Michael Florian,et al.  An Implicit Enumeration Algorithm for the Concave Cost Network Flow Problem , 1971 .

[88]  R. Rust,et al.  Minimizing a sum of staircase functions under linear constraints , 1988 .

[89]  J. K. Lenstra,et al.  Deterministic Production Planning: Algorithms and Complexity , 1980 .