Duality for nonconvex absolute value programming and a characterization of linear max-min programs (Q1058980)

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scientific article; zbMATH DE number 3902388
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Duality for nonconvex absolute value programming and a characterization of linear max-min programs
scientific article; zbMATH DE number 3902388

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    Duality for nonconvex absolute value programming and a characterization of linear max-min programs (English)
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    1985
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    A dual problem for nonconvex linear programs with absolute value functionals is constructed by means of a max-min problem involving bivalent variables. A relationship between the classical linear max-min problem and a linear program with absolute value functionals is developed. This program is then used to compute the duality gap between some max-min and min-max linear problems.
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    dual problem
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    nonconvex linear programs
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    absolute value functionals
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    max- min problem
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    bivalent variables
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    duality gap
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