Skip to main content

The use of the boxstep method in discrete optimization

  • Chapter
  • First Online:
Nondifferentiable Optimization

Part of the book series: Mathematical Programming Studies ((MATHPROGRAMM,volume 3))

Abstract

The Boxstep method is used to maximize Lagrangean functions in the context of a branch-and-bound algorithm for the general discrete optimization problem. Results are presented for three applications: facility location, multi-item production scheduling, and single machine scheduling. The performance of the Boxstep method is contrasted with that of the subgradient optimization method.

The research reported here was partially supported by National Science Foundation grants GP-36090X (University of California at Los Angeles), GJ-1154X2 and GJ-1154X3 (National Bureau of Economic Research).

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. L.M. Austin and W.W. Hogan, “Optimizing procurement of aviation fuels”, Management Science, to appear.

    Google Scholar 

  2. G.B. Dantzig and P. Wolfe, “Decomposition principles for linear programs,” Operations Research 8 (1) (1960) 101–111.

    Article  MATH  Google Scholar 

  3. B.P. Dzielinski and R.E. Gomory, “Optimal programming of lot sizes, inventory, and labor allocations,” Management Science 11 (1965) 874–890.

    Article  MathSciNet  Google Scholar 

  4. M.L. Fisher, “A dual algorithm for the one-machine scheduling problem,” Tech. Rept. No. 243, Department of Operations Research, Cornell University, Ithaca, N.Y. (1974).

    Google Scholar 

  5. M.L. Fisher, W.D. Northup and J.F. Shapiro, “Using duality to solve discrete optimization problems: theory and computational experience,” Mathematical Programming Study 3 (1975) 56–94 (this volume).

    MathSciNet  Google Scholar 

  6. M.L. Fisher and J.F. Shapiro, “Constructive duality in integer programming,” SIAM Journal on Applied Mathematics 27(1) (1974).

    Google Scholar 

    Google Scholar 

  7. A.M. Geoffrion, “Elements of large-scale mathematical programming,” Management Science 16 (11) (1970) 652–691.

    Article  MathSciNet  Google Scholar 

  8. A.M. Geoffrion, “The capacitated facility location problem with additional constraints,” Graduate School of Management, University of California, Los Angeles, Calif. (1973).

    Google Scholar 

  9. A.M. Geoffrion, “Lagrangean relaxation for integer programming,” Mathematical Programming Study 2 (1974) 82–114.

    MathSciNet  Google Scholar 

  10. M. Held and R.M. Karp, “The traveling-salesman problem and minimum spanning trees: Part II,” Mathematical Programming 1 (1971) 6–25.

    Article  MATH  MathSciNet  Google Scholar 

  11. M. Held, P. Wolfe and H. Crowder, “Validation of subgradient optimization,” Mathematical Programming 6 (1974) 62–88.

    Article  MATH  MathSciNet  Google Scholar 

  12. L.S. Lasdon, Optimization theory for large systems (Macmillan, New York, 1970).

    MATH  Google Scholar 

  13. L.S. Lasdon and R.C. Terjung, “An efficient algorithm for multi-item scheduling,” Operations Research 19 (4) (1971) 946–969.

    Article  MATH  MathSciNet  Google Scholar 

  14. D.G. Luenberger, Introduction to linear and nonlinear programming (Addison-Wesley, Reading, Mass., 1973).

    MATH  Google Scholar 

  15. R.E. Marsten, W.W. Hogan and J.W. Blankenship, “The boxstep method for large scale optimization,” Operations Research 23 (3) (1975).

    Google Scholar 

    Google Scholar 

  16. H.M. Wagner and T.M. Whitin, “A dynamic version of the economic lot size model,” Management Science 5 (1958) 89–96.

    Article  MathSciNet  Google Scholar 

  17. P. Wolfe, “Convergence theory in nonlinear programming,” in: J. Abadie, ed., Integer and nonlinear programming (North-Holland, Amsterdam, 1970) pp. 1–36.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

M. L. Balinski Philip Wolfe

Rights and permissions

Reprints and permissions

Copyright information

© 1975 The Mathematical Programming Society

About this chapter

Cite this chapter

Marsten, R.E. (1975). The use of the boxstep method in discrete optimization. In: Balinski, M.L., Wolfe, P. (eds) Nondifferentiable Optimization. Mathematical Programming Studies, vol 3. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0120702

Download citation

  • DOI: https://doi.org/10.1007/BFb0120702

  • Received:

  • Revised:

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-00763-7

  • Online ISBN: 978-3-642-00764-4

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics