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: | Locatelli Marco, Schoen Fabio |
Keywords: | optimization |
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.