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On the relation between concavity cuts and the surrogate dual for convex maximization problems

Marco Locatelli(locatell***at***ce.unipr.it)
Fabio Schoen(fabio.schoen***at***unifi.it)

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 )

Citation:

Download: [PDF]

Entry Submitted: 01/12/2011
Entry Accepted: 01/12/2011
Entry Last Modified: 01/12/2011

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