Bounding a class of nonconvex linearly-constrained resource allocation problems via the surrogate dual

DOI10.1007/BF01588298zbMath0446.90080MaRDI QIDQ3892089

Dennis L. Bricker

Publication date: 1980

Published in: Mathematical Programming (Search for Journal in Brave)

zbMATH Keywords

branch-and-bound algorithmnonconvex programmingresource allocation problemssurrogate dualityeconomic interpretationeconomics of scalecomputation of lower boundssurrogate dual problemexplicity quasi-concave lower semicontinuous isotone cost functionlinearly constrained optimization problems

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Related Items (1)

On the relation between concavity cuts and the surrogate dual for convex maximization problems

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Global Maximization of a Convex Function with Linear Inequality Constraints
• An algorithm for nonconvex programming problems
• Variations on a cutting plane method for solving concave minimization problems with linear constraints
• A Successive Underestimation Method for Concave Minimization Problems
• A relaxation algorithm for the minimization of a quasiconcave function on a convex polyhedron
• Optimal Facility Location with Concave Costs
• Concave minimization over a convex polyhedron
• An Algorithm for Separable Nonconvex Programming Problems
• A Branch-and-Bound Algorithm for Multi-Level Fixed-Charge Problems
• Lagrange Multipliers and Nonconvex Programs
• Convex Analysis
• An Algorithm for Separable Nonconvex Programming Problems II: Nonconvex Constraints
• Surrogate Mathematical Programming
• Critical Path Problems with Concave Cost-Time Curves
• The Relaxation Method for Linear Inequalities

This page was built for publication: Bounding a class of nonconvex linearly-constrained resource allocation problems via the surrogate dual