On Connections Between Zero-One Integer Programming and Concave Programming Under Linear Constraints

Published Online:https://doi.org/10.1287/opre.17.4.680

Consider the zero-one integer programming problem P1i:minimize Z = cx subject to Axb, 0 ≦ xi ≦ 1, xj = 0 or 1, j = 1, 2, …, n, where A is an m × n matrix, c′ = (c1, …, cn), x′ = (x1, …, xn), and b is an m × 1 vector with b′ = (b1, …, bm). Assume the elements of A, b, c are all rational. This paper characterizes the feasible solutions of P1, shows that P1 is equivalent to a problem of minimizing a concave quadratic objective function over a convex set, and applies a method developed by Tul to solve such a problem to yield a procedure for the zero-one integer programming problem.

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