On the relation between concavity cuts and the surrogate dual for convex maximization problems
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.
Keywords: convex maximization, concavity cut, surrogate dual.
Category 1: Global Optimization
Category 2: Global Optimization (Theory )
Entry Submitted: 01/12/2011
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