Equivalence of Two Mathematical Programs with Optimization Problems in the Constraints
INSTITUTE FOR DEFENSE ANALYSES ALEXANDRIA VA PROGRAM ANALYSIS DIV
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Two classes of mathematical programs with optimization problems in the constraints have recently been studied by two of the authors. The first class involves mathematical programs in the constraints, and the second class involves max-min problems in the constraints. A computational technique has been developed and shown to be effective in solving problems of the first class. The authors show that the computational technique can be applied to problems of the apparently wider second class.
- Operations Research