| Article ID: | iaor20122257 |
| Volume: | 236 |
| Issue: | 10 |
| Start Page Number: | 2685 |
| End Page Number: | 2695 |
| Publication Date: | Apr 2012 |
| Journal: | Journal of Computational and Applied Mathematics |
| Authors: | Cambini Riccardo, Sodini Claudio |
| Keywords: | heuristics |
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 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.