A class of problems where dual bounds beat underestimation bounds

Authors:
Mirjam Dür
Affiliations:
Department of Statistics, Vienna University of Economics and Business Administration, A–1090 Vienna, Austria (E-mail: mirjam.duer@wu-wien.ac.at)
Venue:
Journal of Global Optimization
Year:
2002

Citing 4
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Abstract

We investigate the problem of minimizing a nonconvex function with respect to convex constraints, and we study different techniques to compute a lower bound on the optimal value: The method of using convex envelope functions on one hand, and the method of exploiting nonconvex duality on the other hand. We investigate which technique gives the better bound and develop conditions under which the dual bound is strictly better than the convex envelope bound. As a byproduct, we derive some interesting results on nonconvex duality.