Error analysis for convex separable programs: Bounds on optimal and dual optimal solutions

@article{Thakur1980ErrorAF,
  title={Error analysis for convex separable programs: Bounds on optimal and dual optimal solutions},
  author={Lakshman S. Thakur},
  journal={Journal of Mathematical Analysis and Applications},
  year={1980},
  volume={75},
  pages={486-494}
}
  • Lakshman S. Thakur
  • Published 1980
  • Mathematics
  • Journal of Mathematical Analysis and Applications
Abstract Computable lower and upper bounds on the optimal and dual optimal solutions of a nonlinear, convex separable program are obtained from its piecewise linear approximation. They provide traditional error and sensitivity measures and are shown to be attainable for some problems. In addition, the bounds on the solution can be used to develop an efficient solution approach for such programs, and the dual bounds enable us to determine a subdivision interval which insures the objective… Expand
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