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

Authors:
Takahito Kuno;Yoshitsugu Yamamoto
Affiliations:
Institute of Information Sciences and Electronics, University of Tsukuba, Tsukuba, Ibaraki 305, Japan (email: takahito@is.tsukuba.ac.jp);Institute of Policy and Planning Sciences, University of Tsukuba, Tsukuba, Ibaraki 305, Japan (email: yamamoto@shako.sk.tsukuba.ac.jp)
Venue:
Journal of Global Optimization
Year:
1998

Citing 3
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Abstract

In this paper, we proposean algorithm for solving a linear programwith an additional rank-two reverse convex constraint.Unlike the existing methods which generate approximatelyoptimal solutions,the algorithm provides a rigorous optimal solution to thisnonconvex problem by a finite number of dual pivot operations.Computational results indicate that the algorithm is practicaland can solve fairly large scale problems.