On a nonseparable convex maximization problem with continuous knapsack constraints
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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.