Article ID: | iaor20053323 |
Country: | Netherlands |
Volume: | 161 |
Issue: | 3 |
Start Page Number: | 598 |
End Page Number: | 617 |
Publication Date: | Mar 2005 |
Journal: | European Journal of Operational Research |
Authors: | Bomze Immanuel M. |
Keywords: | communication, simulation: applications |
This paper deals with optimization of functions that depend on (large-scale) data via a linear transformation of rank two. An algorithm is presented which – under mild assumptions – finds the global solution with polynomial-time complexity in the worst case, provided the critical points of the objective can be controlled with the same effort. Moreover, for important subclasses of objectives including the linear-fractional, and the quadratic case, we arrive at a linear-time algorithm. For both cases, small simulation studies are provided to illustrate the average case runtime behaviour. As a possible application, sensitivity of cost assessment in communication networks is addressed where the problems may have tens of thousands of variables.