On solving nonconvex optimization problems by reducing the duality gap

On solving nonconvex optimization problems by reducing the duality gap

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Article ID: iaor2006599
Country: Germany
Volume: 32
Issue: 3
Start Page Number: 349
End Page Number: 365
Publication Date: Jul 2005
Journal: Journal of Global Optimization
Authors:
Keywords: duality
Abstract:

Lagrangian bounds, i.e. bounds computed by Lagrangian relaxation, have been used successfully in branch and bound methods for solving certain classes of nonconvex optimization problems by reducing the duality gap. We discuss this method for the class of partly linear and partly convex optimization problems and incidentally, point out incorrect results in the recent literature on this subject.

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