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.
2012
52
411
421
M. Locatelli; F. Schoen
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Utilizza questo identificatore per citare o creare un link a questa risorsa: https://hdl.handle.net/2158/575498
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