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

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

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Article ID: iaor20122793
Volume: 52
Issue: 3
Start Page Number: 411
End Page Number: 421
Publication Date: Mar 2012
Journal: Journal of Global Optimization
Authors: ,
Keywords: optimization
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.

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