Cambini, Riccardo; Sodini, Claudio - In: Journal of Global Optimization 60 (2014) 4, pp. 649-662
The aim of this paper is to propose a solution algorithm for a particular class of rank-two nonconvex programs having a polyhedral feasible region. The algorithm lies within the class of the so called “optimal level solutions” parametric methods. The subproblems obtained by means of this...