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A nonconvex max‐min problem

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  • James E. Falk
  • Karla Hoffman

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.

Suggested Citation

  • James E. Falk & Karla Hoffman, 1977. "A nonconvex max‐min problem," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 24(3), pages 441-450, September.
    • Handle: RePEc:wly:navlog:v:24:y:1977:i:3:p:441-450
    DOI: 10.1002/nav.3800240307
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    Cited by:

    1. Dajun Yue & Jiyao Gao & Bo Zeng & Fengqi You, 2019. "A projection-based reformulation and decomposition algorithm for global optimization of a class of mixed integer bilevel linear programs," Journal of Global Optimization, Springer, vol. 73(1), pages 27-57, January.

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