The aim of this paper is to propose a solution algorithm for solving a class of low-rank programs involving linear functions and having a polyhedral feasible region. In particular, the proposed solution method solves in an unifying approach some classes of rank-three multiplicative and fractional programs. The algorithm is based on the so called optimal level solutions method. Some optimality conditions are used to improve the performance of the proposed algorithm. Results of a computational test are provided. (C) 2010 Elsevier B.V. All rights reserved.
A unifying approach to solve some classes of rank-three multiplicative and fractional programs involving linear functions
CAMBINI, RICCARDO;SODINI, CLAUDIO
2010-01-01
Abstract
The aim of this paper is to propose a solution algorithm for solving a class of low-rank programs involving linear functions and having a polyhedral feasible region. In particular, the proposed solution method solves in an unifying approach some classes of rank-three multiplicative and fractional programs. The algorithm is based on the so called optimal level solutions method. Some optimality conditions are used to improve the performance of the proposed algorithm. Results of a computational test are provided. (C) 2010 Elsevier B.V. All rights reserved.File in questo prodotto:
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