A unifying approach to solve some classes of rank-three multiplicative and fractional programs involving linear functions

The aim of this paper is to propose a solution algorithm for solving a class of low-rank programs involving linear functions and having a polyhedral feasible region. In particular, the proposed solution method solves in an unifying approach some classes of rank-three multiplicative and fractional programs. The algorithm is based on the so called optimal level solutions method. Some optimality conditions are used to improve the performance of the proposed algorithm. Results of a computational test are provided.