On a nonseparable convex maximization problem with continuous knapsack constraints Academic Article

abstract

• We develop a polynomial-time algorithm for a class of nonseparable convex maximization problems with continuous knapsack constraints based on an analysis of the Karush-Kuhn-Tucker optimality conditions and the special problem structure. This problem class has applicability in areas such as production and logistics planning and financial engineering. 2006 Elsevier B.V. All rights reserved.

authors

• Geunes, Joseph

published proceedings

• OPERATIONS RESEARCH LETTERS

author list (cited authors)

• Romeijn, H. E., Geunes, J., & Taaffe, K.

citation count

• 13

complete list of authors

• Romeijn, H Edwin||Geunes, Joseph||Taaffe, Kevin

publication date

• March 2007

publisher

• Elsevier  Publisher

published in

• Operations Research Letters  Journal

keywords

• Continuous Knapsack
• Kkt Optimality Conditions
• Nonseparable Optimization

Digital Object Identifier (DOI)

• 10.1016/j.orl.2006.01.010

start page

• 172

end page

• 180

volume

• 35

issue

• 2

URL

• http://dx.doi.org/10.1016/j.orl.2006.01.010