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A nonconvex max-min problem

โœ Scribed by James E. Falk; Karla Hoffman


Publisher
John Wiley and Sons
Year
1977
Tongue
English
Weight
483 KB
Volume
24
Category
Article
ISSN
0894-069X

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โœฆ Synopsis


Abstract

An algorithm designed to solve a large class of nonconvex maxโ€min problems is described. Its usefulness and applicability is demonstrated by solving an extension of a recently introduced model which optimally allocates strategic weapon systems. The extended model is shown to be equivalent to a nonconvex mathematical program with an infinite number of constraints, and hence is not solvable by conventional procedures. An example is worked out in detail to illustrate the algorithm.


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