Maximizing the sum of certain quasiconcave functions using generalized benders decomposition |
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Authors: | A. Victor Cabot |
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Abstract: | In this paper we consider the problem of maximizing the sum of certain quasi-concave functions over a convex set. The functions considered belong to the classes of functions which are known as nonlinear fractional and binonlinear functions. Each individual function is quasi-concave but the sum is not. We show that this nonconvex programming problem can be solved using Generalized Benders Decomposition as developed by Geoffrion. |
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