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

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.
Cambini, Riccardo; Sodini, Claudio
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11568/188386
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