Abstract
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.
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Cambini, R., Sodini, C. Global optimization of a rank-two nonconvex program. Math Meth Oper Res 71, 165–180 (2010). https://doi.org/10.1007/s00186-009-0289-2
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DOI: https://doi.org/10.1007/s00186-009-0289-2