A unifying approach to solve a class of rank-three programs involving linear and quadratic functions. (2nd November 2017)

• Record Type: Journal Article
• Authors: Cambini, Riccardo; Sodini, Claudio
• Is Part Of: Optimization. Volume 66:Number 11(2017)
• Page Start: 1777
• Page End: 1791
• Publication Date: 2017-11-02
• Subjects: Fractional programming -- multiplicative programming -- d.c. programming -- optimal level solutions -- global optimization; Mathematical optimization -- Periodicals; 519.7
• DOI: 10.1080/02331934.2017.1325886
• Languages: English
• ISSNs: 0233-1934

Abstract

Abstract : The aim of this paper is two-fold. First, the so-called 'optimal level solutions' method is described in a new unifying framework with the aim to provide an algorithmic scheme able to approach various different classes of problems. Then, the 'optimal level solutions' method is used to solve a class of low-rank programmes involving linear and quadratic functions and having a polyhedral feasible region. In particular, the considered class of programmes covers, among all, rank-three d.c., multiplicative and fractional programmes. Some optimality conditions are used to improve the performance of the proposed algorithm.