Characterization of local solutions for a class of nonconvex programs |
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Authors: | P. P. Bansal S. E. Jacobsen |
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Affiliation: | 1. Engineering Systems Department, University of California, Los Angeles, California
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Abstract: | A nonconvex programming problem, which arises in the context of application of Benders' decomposition procedure to a class of network optimization problems, is considered. Conditions which are both necessary and sufficient for a local maximum are derived. The concept of a basic local maximum is introduced, and it is shown that there is a finite number of basic local maxima and at least one such local maximum is optimal. |
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