Accession Number : AD0763678

Title :   Sharper Bounds on Nonconvex Programs,

Corporate Author : GEORGE WASHINGTON UNIV WASHINGTON D C PROGRAM IN LOGISTICS

Personal Author(s) : Falk,James E.

Report Date : 15 MAY 1973

Pagination or Media Count : 12

Abstract : Recently it was pointed out that the Generalized Lagrange Multiplier Method provides a sharper bound on a nonconvex program than does the solution of the program formed by taking convex envelopes of all functions involved in the original problem. In the paper the author points out that the bounds are the same if the original problem has only linear constraints, or if the problem is separable with certain properties, and gives an example in shich the bounds differ. The better bound is currently being used in locating global solutions of nonconvex, separable, piecewise linear problems. (Author)

Descriptors :   (*MATHEMATICAL PROGRAMMING, ALGORITHMS), CONVEX SETS, INEQUALITIES

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE