Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
481058 | European Journal of Operational Research | 2010 | 5 Pages |
Abstract
The aim of this paper is to propose a solution algorithm for solving a class of low-rank programs involving linear functions and having a polyhedral feasible region. In particular, the proposed solution method solves in an unifying approach some classes of rank-three multiplicative and fractional programs. The algorithm is based on the so called optimal level solutions method. Some optimality conditions are used to improve the performance of the proposed algorithm. Results of a computational test are provided.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Riccardo Cambini, Claudio Sodini,