A finite cutting plane method for solving linear programs with an additional reverse convex constraint (Q910336)

A finite cutting plane method is proposed for solving linear programs with an additional reverse convex constraint. The method is based on the property that, under mild assumptions, an optimal solution lies on at least one edge of the polyhedron determined by the linear constraints. It combines convexity cuts with disjunctive cuts and also uses at certain stages a procedure (involving solving a set covering problem) for finding an edge of the original polyhedron which contains at least a feasible point to all previously generated cuts. Some computational experience is reported.