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Linear programs with an additional rank two reverse convex constraint
Authors:Ulrich Pferschy  Hoang Tuy
Affiliation:(1) Institute of Mathematics, TU Graz, Graz, Austria;(2) Institute of Mathematics, Hanoi, Vietnam
Abstract:
An efficient algorithm is developed for solving linear programs with an additional reverse convex constraint having a special structure. Computational results are presented and discussed.
Keywords:Rank two reverse convex constraints  parametric method
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