Analysis of a class of proxy problems

DOI10.1016/0167-6377(84)90060-9MaRDI QIDQ801816zbMATH OpenOpenAlexFDO

Authors Moshe Sniedovich

Publication date 1984

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6377(84)90060-9

zbMATH Keywords

proxy problemssum objective function

Mathematics Subject Classification ID

Numerical methods based on nonlinear programming (49M37) Nonlinear programming (90C30)

Review text

This paper contains 4 lemmas, 3 theorems and 2 corollaries to show that minimization problems involving objective functions of the form \(g(x)+\phi (u(x))\), where \(\phi\) is concave, can be solved by means of proxy problems, the objective function of which is of the form \(g(x)+\lambda u(x)\). the authors also use the theorems to construct a counterexample to a theorem of \textit{N. Katoh} and \textit{t. Ibaraki} [ibid. 2, 62-65 (1983; Zbl 0506.90039)].

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Cites work

• A polynomial time algorithm for a chance-constrained single machine scheduling problem
• Stochastic spanning tree problem

Cited in

(9)

• C-programming. An outline
• A class of nonseparable dynamic programming problems
• Fractional programming revisited
• C-programming: A nonlinear parametric optimization method
• Analysis of a class of fractional programming problems
• A parametric characterization and an \(\epsilon\)-approximation scheme for the minimization of a quasiconcave program
• A Solution Strategy for a Class of Nonlinear Knapsack Problems
• A stochastic programming process model for investment planning
• C-programming and the minimization of pseudolinear and additive concave functions

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