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.


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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