A Unifying Approach to Solve a Class of Parametrically-Convexifiable Problems

Riccardo Cambini () and Claudio Sodini ()
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Riccardo Cambini: University of Pisa Faculty of Economics
Claudio Sodini: University of Pisa Faculty of Economics

A chapter in Generalized Convexity and Related Topics, 2007, pp 149-166 from Springer

Abstract: Summary The aim of this paper is to show how a wide class of generalized quadratic programs can be solved, in a unifying framework, by means of the so-called optimal level solutions method. In other words, the problems are solved by analyzing, explicitly or implicitly, the optimal solutions of particular quadratic strictly convex parametric subproblems. In particular, it is pointed out that some of these problems share the same set of optimal level solutions. A solution algorithm is proposed and fully described. The results achieved are then deepened in the particular case of box constrained problems.

Keywords: Generalized quadratic programming; fractional programming; optimal level solutions (search for similar items in EconPapers)
Date: 2007
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DOI: 10.1007/978-3-540-37007-9_8

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