Global optimization of a rank-two nonconvex program

In this paper a solution algorithm for a class of rank-two nonconvex programs having a polyhedral feasible region is proposed. 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. Copyright Springer-Verlag 2010

MoreLess

Year of publication:	2010
Authors:	Cambini, Riccardo ; Sodini, Claudio
Published in:	Mathematical Methods of Operations Research. - Springer. - Vol. 71.2010, 1, p. 165-180
Publisher:	Springer
Subject:	Nonlinear programming \| Low rank structures \| Optimal level solutions \| Global optimization

More details

Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010950016