On the relation between concavity cuts and the surrogate dual for convex maximization problems
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DOI: 10.1007/s10898-011-9748-4
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References listed on IDEAS
- M. Hamami & S. E. Jacobsen, 1988. "Exhaustive Nondegenerate Conical Processes for Concave Minimization on Convex Polytopes," Mathematics of Operations Research, INFORMS, vol. 13(3), pages 479-487, August.
- Reiner Horst & Nguyen Thoai, 2005. "Duality Bound Methods in Global Optimization," Springer Books, in: Charles Audet & Pierre Hansen & Gilles Savard (ed.), Essays and Surveys in Global Optimization, chapter 0, pages 79-105, Springer.
- M. Dür & R. Horst, 1997. "Lagrange Duality and Partitioning Techniques in Nonconvex Global Optimization," Journal of Optimization Theory and Applications, Springer, vol. 95(2), pages 347-369, November.
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Keywords
Convex maximization; Concavity cut; Surrogate dual;All these keywords.
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