A nonconvex max-min problem
โ 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
No coin nor oath required. For personal study only.
โฆ Synopsis
Abstract
An algorithm designed to solve a large class of nonconvex maxโmin 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.
๐ SIMILAR VOLUMES
This paper investigates the complexity of the min-max and min-max regret assignment problems both in the discrete scenario and interval data cases. We show that these problems are strongly NP-hard for an unbounded number of scenarios. We also show that the interval data min-max regret assignment pro