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Solution of Some max-separable optimization problems with inequality constraints.

Publication at Faculty of Mathematics and Physics |
2005

Abstract

Optimization problems with a max-separable objective function f(x)= max {f_j(x_j); j = 1,..., n}, and m inequality constraints with max-separable functions r_i(x) g.e. s_i(y) (i = 1, ..., m) are considered. It is assumed that the functions separated by the max-operation in the max-separable functions occuring in the problems are increrasing.A solution method for such problems is presented, aplications in operations research context are briefly discussed.