Linear programs with an additional rank two reverse convex constraint
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An efficient algorithm is developed for solving a special reverse convex programming problem: \(\min\{cx\mid x\in D,\;f(x)\leq 1\}\), where \(c\in \mathbb{R}^ n\), \(D\) is a polytope and \(f\) is a quasiconcave function on \(D\) possessing the following rank two property: There exist two linearly independent vectors \(c^ 1, c^ 2\in \mathbb{R}^ n\) such that for all \(x\in D: z\in \mathbb{R}^ n\), \(c^ i z\geq 0\) \((i=1,2)\Rightarrow f(x+ z)\geq f(x)\). Computational results are presented and discussed.
Recommendations
- scientific article; zbMATH DE number 3930734
- A finite algorithm for globally optimizing a class of rank-two reverse convex programs
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- Convex programs with several additional reverse convex constraints
Cites work
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- A parametric successive underestimation method for convex multiplicative programming problems
- An efficient solution method for rank two quasiconcave minimization problems
- BOND PORTFOLIO OPTIMIZATION BY BILINEAR FRACTIONAL PROGRAMMING
- Efficient algorithms for solving rank two and rank three bilinear programming problems
- scientific article; zbMATH DE number 47153 (Why is no real title available?)
- scientific article; zbMATH DE number 3356443 (Why is no real title available?)
- Linear multiplicative programming
- Mathematical programs with a two-dimensional reverse convex constraint
- On the complexity of four polyhedral set containment problems
- Parametric simplex algorithms for solving a special class of nonconvex minimization problems
- The complementary convex structure in global optimization
Cited in
(10)- Branch-and-reduce algorithm for convex programs with additional multiplicative constraints
- Convex programs with an additional reverse convex constraint
- Mathematical programs with a two-dimensional reverse convex constraint
- A finite algorithm for globally optimizing a class of rank-two reverse convex programs
- Decomposition algorithm for reverse convex programs
- scientific article; zbMATH DE number 3930734 (Why is no real title available?)
- scientific article; zbMATH DE number 3961360 (Why is no real title available?)
- scientific article; zbMATH DE number 1461854 (Why is no real title available?)
- Some procedures for solving special max-min fractional rank-two reverse-convex programming problems
- A level set algorithm for a class of reverse convex programs
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