Minimizing the sum of a convex function and a specially structured nonconvex function

摘要

A lineraly constrained global optimization problem is studied, where the objective function is the saum of a convex functiong(x)a nd a nonconvex functionf(x) satisfying a rank two condition. Roughly speaking, the latter means that all the nonconvexity off(x) is concentrated on a linear manifold of dimension 2. A solution method based on exploiting this special structure is prop