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Parametric simplex algorithms for solving a special class of nonconvex minimization problems. (English) Zbl 0746.90056
A parametric simplex algorithm is given to minimize the sum of a linear function and the product of two linear functions. This approach extends to a class of nonconvex quadratic programs, and also to minimizing the sum of two linear fractional functions. Computational results are given, and pivoting rules are given for degenerate cases.

MSC:
90C26 Nonconvex programming, global optimization
90C32 Fractional programming
90-08 Computational methods for problems pertaining to operations research and mathematical programming
90C31 Sensitivity, stability, parametric optimization
90C05 Linear programming
90C20 Quadratic programming
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