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Duality for max-separable problems

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Abstract

In this paper we propose a general duality theory for a class of so called ‘max-separable’ optimization problems. In such problems functions h:R kR of the form h(x 1, . . . , x k ) =  max j   h j (x j ), occur both as objective functions and as constraint functions (h j are assumed to be strictly increasing functions of one variable). As a result we obtain pairs of max-separable optimization problems, which possess both weak and strong duality property without a duality gap.

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Correspondence to Martin Gavalec.

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Under the support of GAČR # 402/09/0405 and MSM0021620838.

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Gavalec, M., Zimmermann, K. Duality for max-separable problems. Cent Eur J Oper Res 20, 409–419 (2012). https://doi.org/10.1007/s10100-011-0203-x

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  • DOI: https://doi.org/10.1007/s10100-011-0203-x

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