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Maximizing the sum of certain quasiconcave functions using generalized benders decomposition

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  • A. Victor Cabot

Abstract

In this paper we consider the problem of maximizing the sum of certain quasi‐concave functions over a convex set. The functions considered belong to the classes of functions which are known as nonlinear fractional and binonlinear functions. Each individual function is quasi‐concave but the sum is not. We show that this nonconvex programming problem can be solved using Generalized Benders Decomposition as developed by Geoffrion.

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  • A. Victor Cabot, 1978. "Maximizing the sum of certain quasiconcave functions using generalized benders decomposition," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 25(3), pages 473-481, September.
    • Handle: RePEc:wly:navlog:v:25:y:1978:i:3:p:473-481
    DOI: 10.1002/nav.3800250309
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