Duality for nonconvex absolute value programming and a characterization of linear max-min programs |
| |
Authors: | Amilcar S Gonçalves |
| |
Institution: | Instituto Gulbenkian de Ciência, Gulbenkian Foundation - CEEA, 2780 Oeiras, Portugal |
| |
Abstract: | In this paper a dual problem for nonconvex linear programs with absolute value functionals is constructed by means of a max-min problem involving bivalent variables. A relationship between the classical linear max-min problem and a linear program with absolute value functionals is developed. This program is then used to compute the duality gap between some max-min and min-max linear problems. |
| |
Keywords: | nonconvex programming max-min problems nonconvex duality duality gaps |
本文献已被 ScienceDirect 等数据库收录! |