A Class of Problems where Dual Bounds Beat Underestimation Bounds

Mirjam Dür

Publication: Working/Discussion PaperWU Working Paper

Abstract

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)
Original languageEnglish
Place of PublicationVienna
PublisherDepartment of Statistics and Mathematics, WU Vienna University of Economics and Business
Publication statusPublished - 2000

Publication series

NameForschungsberichte / Institut für Statistik
No.79

WU Working Paper Series

  • Forschungsberichte / Institut für Statistik

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