THE DERIVATION OF BOUNDS TO THE GLOBAL OPTIMUM OF AN INTEGER FIXED CHARGE PROBLEM

A computationally efficient method is developed in this paper for deriving a sequence of bounds to the global value of an integer fixed charge problem where certain functions are linear only for positive values of the argument and have a jump discontinuity at the origin. While other efficient approximate techniques are available, the technique developed here offers the additional advantage of permitting the sequential error inherent in approximate solutions to be determined.