A Nonconvex Max-Min Problem.
Abstract
An algorithm designed to solve a large class of nonconvex max-min problems is described. Its usefullness 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.
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 12, 1974
- Accession Number
- ADA002240
Entities
People
- James E. Falk
- Karla R. Hoffman
Organizations
- George Washington University