A PRACTICAL ALOGORITHM FOR MINIMIZING A RANK-TWO SADDLE FUNCTION ON A POLYTOPE
From MaRDI portal
Publication:4889751
DOI10.15807/jorsj.39.63zbMath0851.90117MaRDI QIDQ4889751
Publication date: 6 August 1996
Published in: Journal of the Operations Research Society of Japan (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.15807/jorsj.39.63
saddle functions; globally \(\varepsilon\)-optimal solution; parametric right-hand-side simplex algorithm; successive underestimation
90C30: Nonlinear programming
Related Items
Multiplicative programming problems: Analysis and efficient point search heuristic, Outcome-space cutting-plane algorithm for linear multiplicative programming, Global optimization of a rank-two nonconvex program, Level set algorithm for solving convex multiplicative programming problems