A parametric simplex algorithm for a class of low-rank nonconvex optimization
Conference
·
OSTI ID:36195
A parametric algorithm is proposed for solving a linear program with an additional rank-two reverse convex constraint. Unlike the existing methods which generate an approximately optimal solution, the algorithm provides a globally optimal solution of the nonconvex problem by a finite number of dual pivot operations. Computational results indicate that it can solve fairly large scale problems efficiently.
- OSTI ID:
- 36195
- Report Number(s):
- CONF-9408161--
- Country of Publication:
- United States
- Language:
- English
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