| Article ID: | iaor20101663 |
| Volume: | 71 |
| Issue: | 1 |
| Start Page Number: | 165 |
| End Page Number: | 180 |
| Publication Date: | Feb 2010 |
| Journal: | Mathematical Methods of Operations Research |
| Authors: | Cambini Riccardo, Sodini Claudio |
In this paper a solution algorithm for a class of rank-two nonconvex programs having a polyhedral feasible region is proposed. The algorithm is based on the so called optimal level solutions method. Various global optimality conditions are discussed and implemented in order to improve the efficiency of the algorithm.