Titlebook: System Modelling and Optimization; Proceedings of the 1 L. D. Davisson,A. G. J. MacFarlane,Peter Kall Conference proceedings 1992 Springer-

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0170-8643 odelling and Optimization: Biologicaland Medical Systems. - Computer-aided Modelling and Design.-Ecology. - Economy and Energy. - Financial Services. -Production and Logistics. - Stochastic Modelling.978-3-540-55577-3978-3-540-47220-9Series ISSN 0170-8643 Series E-ISSN 1610-7411

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慌張

A generalized nonconvex duality with zero gap and applications,form max=?min (max=max or min=min), whereas the duality obtained from (11) is of the form min=max (max=?max or min=?min). By the duality we can reduce a convex type optimization problem to solving a system of inequations but we could not do the similar thing for a nonconvex type optimization problems.

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An algorithm for the general resource constrained scheduling problem by using of cutting planes,convex hull of the feasible solutions. A procedure is given, by which the dimension of these facecuts can be increased by one. To guarantee finiteness of the whole method, a branch & bound algorithm has to be incorporated. It is started, if by a determined number of cuts no optimal solution is found.