A Class of Problems where Dual Bounds Beat Underestimation Bounds

Dür, Mirjam (2000) A Class of Problems where Dual Bounds Beat Underestimation Bounds. Forschungsberichte / Institut für Statistik, 79. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.


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We investigate the problem of minimizing a nonconvex function with respect to convex constraints, and we study different techniques to compute a lower bound on the optimal value: The method of using convex envelope functions on one hand, and the method of exploiting nonconvex duality on the other hand. We investigate which technique gives the better bound and develop conditions under which the dual bound is strictly better than the convex envelope bound. As a byproduct, we derive some interesting results on nonconvex duality. (author's abstract)

Item Type: Paper
Keywords: Nonconvex duality / Dual bounds / Convex underestimation
Divisions: Departments > Finance, Accounting and Statistics > Statistics and Mathematics
Depositing User: Repository Administrator
Date Deposited: 12 Jul 2006 05:58
Last Modified: 22 Oct 2019 00:41
URI: https://epub.wu.ac.at/id/eprint/1468


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