Bilinear programming: An exact algorithm

descriptionPublicationkeyboard_double_arrow_right Article 01 Dec 1977 Italy English Publisher:Springer Science and Business Media LLCJournal:Mathematical Programming, volume 12, pages 173-194 (issn: 0025-5610, eissn: 1436-4646,

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Authors: Giorgio Gallo; Aydin Ülkücü;

doi: 10.1007/bf01593787

handle: 11568/2840

Bilinear programming: An exact algorithm

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Abstract

The Bilinear Programming Problem is a structured quadratic programming problem whose objective function is, in general, neither convex nor concave. Making use of the formal linearity of a dual formulation of the problem, we give a necessary and sufficient condition for optimality, and an algorithm to find an optimal solution.

Country

Italy

Related Organizations

University of Pisa
Italy
University of California, Berkeley
United States
National Research Council
Italy
Istituto per le Applicazioni del Calcolo Mauro Picone
Italy
Institute of Information Science and Technologies "A. Faedo"
Italy

Keywords

Numerical mathematical programming methods, bilinear programming, quadratic programming, exact algorithm, Quadratic programming, necessary and sufficient condition for optimality

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