In this note we establish a relation between two bounds for convex maximization problems, the one based on a concavity cut, and the surrogate dual bound. Both bounds have been known in the literature for a few decades but, to the authors’ knowledge, the relation between them has not been previously observed in the literature.
On the relation between concavity cuts and the surrogate dual for convex maximization problems / M. Locatelli; F. Schoen. - In: JOURNAL OF GLOBAL OPTIMIZATION. - ISSN 0925-5001. - STAMPA. - 52:(2012), pp. 411-421. [10.1007/s10898-011-9748-4]
On the relation between concavity cuts and the surrogate dual for convex maximization problems
SCHOEN, FABIO
2012
Abstract
In this note we establish a relation between two bounds for convex maximization problems, the one based on a concavity cut, and the surrogate dual bound. Both bounds have been known in the literature for a few decades but, to the authors’ knowledge, the relation between them has not been previously observed in the literature.File in questo prodotto:
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