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A Finite Algorithm for Globally Optimizing a Class of Rank-Two Reverse Convex Programs (1998)

Kuno, Takahito ; Yamamoto, Yoshitsugu

Springer

Journal of global optimization 12 (1998), S. 247-265

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ISSN: 1573-2916

Keywords: Global optimization ; Reverse convex program ; Rank-two quasiconcave function ; Parametric simplex algorithm

Source: Springer Online Journal Archives 1860-2000

Topics: Mathematics

Notes: Abstract In this paper, we propose an algorithm for solving a linear program with an additional rank-two reverse convex constraint. Unlike the existing methods which generate approximately optimal solutions, the algorithm provides a rigorous optimal solution to this nonconvex problem by a finite number of dual pivot operations. Computational results indicate that the algorithm is practical and can solve fairly large scale problems.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1023/A:1008216024699

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