A new solution method for a class of large dimension rank-two nonconvex programs

DOI10.1093/IMAMAN/DPAA001OpenAlexW3023474492MaRDI QIDQ5000468FDOQ5000468

Authors Riccardo Cambini, Irene Venturi 

Publication date 13 July 2021

Published in IMA Journal of Management Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/imaman/dpaa001

zbMATH Keywords

global optimizationnonlinear programminglow rank structuresoptimal level solutionslarge dimension problems

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX) Operations research, mathematical programming (90-XX)

Cited In (11)

• An efficient global optimization algorithm for a class of linear multiplicative problems based on convex relaxation
• An efficient solution method for rank two quasiconcave minimization problems
• An efficient branch-and-bound algorithm using an adaptive branching rule with quadratic convex relaxation for globally solving general linear multiplicative programs
• An efficient image space branch-reduction-bound algorithm to globally solve generalized fractional programming problems for large-scale real applications
• Rank-two programs involving linear fractional functions
• Globally minimizing a class of linear multiplicative forms via simplicial branch-and-bound
• An accelerating outer space algorithm for globally solving generalized linear multiplicative problems
• Underestimation functions for a rank-two partitioning method
• A parametric solution algorithm for a class of rank-two nonconvex programs
• A novel branch-and-bound algorithm for solving linear multiplicative programming problems
• Global algorithm for a class of multiplicative programs using piecewise linear approximation technique

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