A nonconvex max‐min problem
Authors:
- 1 September 1977
- journal article
- Published by Wiley in Naval Research Logistics Quarterly
- Vol. 24 (3) , 441-450
Abstract
An algorithm designed to solve a large class of nonconvex max‐min problems is described. Its usefulness and applicability is demonstrated by solving an extension of a recently introduced model which optimally allocates strategic weapon systems. The extended model is shown to be equivalent to a nonconvex mathematical program with an infinite number of constraints, and hence is not solvable by conventional procedures. An example is worked out in detail to illustrate the algorithm.Keywords
This publication has 2 references indexed in Scilit:
- Infinitely constrained optimization problemsJournal of Optimization Theory and Applications, 1976
- Allocation of resources to offensive strategic weapon systemsNaval Research Logistics Quarterly, 1976