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

DOI10.1093/imaman/dpaa001OpenAlexW3023474492MaRDI QIDQ5000468

Irene Venturi, Riccardo Cambini

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

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

Related Items (4)

Global algorithm for a class of multiplicative programs using piecewise linear approximation technique ⋮ An accelerating outer space algorithm for globally solving generalized linear multiplicative problems ⋮ Globally minimizing a class of linear multiplicative forms via simplicial branch-and-bound ⋮ Underestimation functions for a rank-two partitioning method

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