Article ID Journal Published Year Pages File Type
1143172 Operations Research Letters 2007 9 Pages PDF
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.

Keywords
Related Topics
Physical Sciences and Engineering Mathematics Discrete Mathematics and Combinatorics
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On a nonseparable convex maximization problem with continuous knapsack constraints
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