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On the relation between concavity cuts and the surrogate dual for convex maximization problems

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Abstract

In this note we establish a relation between two bounds for convex maximization problems, the one based on a concavity cut, and the surrogate dual bound. Both bounds have been known in the literature for a few decades but, to the authors’ knowledge, the relation between them has not been previously observed in the literature.

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Authors and Affiliations

  1. Dipartimento di Ingegneria Informatica, Università di Parma, Via G.P. Usberti, 181/A, 43124, Parma, Italy

    Marco Locatelli

  2. Dipartimento di Sistemi e Informatica, Università di Firenze, Via di Santa Marta, 3, 50139, Firenze, Italy

    Fabio Schoen

Authors
  1. Marco Locatelli
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  2. Fabio Schoen
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Correspondence to Fabio Schoen.

Additional information

This paper is dedicated to the memory of Reiner Horst. He has been a guide, a teacher, a reference, a nice friend we all miss.

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Locatelli, M., Schoen, F. On the relation between concavity cuts and the surrogate dual for convex maximization problems. J Glob Optim 52, 411–421 (2012). https://doi.org/10.1007/s10898-011-9748-4

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  • DOI: https://doi.org/10.1007/s10898-011-9748-4

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