THE APPLICATION OF GENERALIZED BENDERS DECOMPOSITION TO CERTAIN NONCONCAVE PROGRAMS

被引：3
|
作者：
ZAPPE, CJ [1 ]
CABOT, AV [1 ]
机构：
[1] INDIANA UNIV, SCH BUSINESS,DEPT DECIS SCI, BLOOMINGTON, IN 47405 USA
来源：
COMPUTERS & MATHEMATICS WITH APPLICATIONS | 1991年 / 21卷 / 6-7期
关键词：
D O I：
10.1016/0898-1221(91)90172-Z
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
This paper presents a modification of A.M. Geoffrion's cutting-plane algorithm for solving a class of nonconcave mathematical programming problems with complicating variables. In particular, Generalized Benders Decomposition (GBD) is modified to solve certain optimization problems with complicating variables where the objective function is pseudoconcave and the constraint functions are quasi-concave when the complicating variables are rendered fixed.
引用
收藏
页码：181 / 190
页数：10
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