A parametric approach for solving a class of generalized quadratic-transformable rank-two nonconvex programs

  • Authors:
  • Riccardo Cambini;Claudio Sodini

  • Affiliations:
  • -;-

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2012

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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.