The aim of this paper is to propose a solution algorithm for a particular class of rank-two nonconvex programs having a polyhedral feasible region. The algorithm is based on the so-called ‘‘optimal level solutions’’ method. Various global optimality conditions are discussed and implemented in order to improve the efficiency of the algorithm.
A parametric approach for solving a class of generalized quadratic-transformable rank-two nonconvex programs
CAMBINI, RICCARDO;SODINI, CLAUDIO
2012-01-01
Abstract
The aim of this paper is to propose a solution algorithm for a particular class of rank-two nonconvex programs having a polyhedral feasible region. The algorithm is based on the so-called ‘‘optimal level solutions’’ method. Various global optimality conditions are discussed and implemented in order to improve the efficiency of the algorithm.File in questo prodotto:
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