The application of generalized Benders decomposition to certain nonconcave programs (Q2640445)
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English | The application of generalized Benders decomposition to certain nonconcave programs |
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The application of generalized Benders decomposition to certain nonconcave programs (English)
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1991
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This paper presents a modification of A. M. Geoffrion's cutting-plane algorithm for solving a class of nonconcave mathematical programming problems with complicating variables. In particular, Generalized Benders Decomposition (GBD) is modified to solve certain optimization problems with complicating variables where the objective function is pseudoconcave and the constraint functions are quasi-concave when the complicating variables are rendered fixed.
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cutting-plane algorithm
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complicating variables
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Generalized Benders Decomposition
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