On a nonseparable convex maximization problem with continuous knapsack constraints

Operations Research Letters

Volumn 35, Issue 2, 2007, Pages 172-180

  Romeijn, H Edwin ^a   Geunes, Joseph ^a   Taaffe, Kevin ^b  

^a UNIVERSITY OF FLORIDA   (United States)

^b AMRL   (United States)

Author keywords

Continuous knapsack; KKT optimality conditions; Nonseparable optimization

Indexed keywords

CONSTRAINT THEORY; OPERATIONS RESEARCH; OPTIMIZATION; POLYNOMIAL APPROXIMATION; PROBLEM SOLVING;

CONTINUOUS KNAPSACK; FINANCIAL ENGINEERING; KARUSH-KUHN-TUCKER OPTIMALITY CONDITIONS; NONSEPARABLE OPTIMIZATION;

COMPUTATIONAL METHODS;

EID: 33847065476     PISSN: 01676377     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.orl.2006.01.010     Document Type: Article

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