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A note on reduction of quadratic and bilinear programs with equality constraints
Authors:Jack Brimberg  Pierre Hansen  Nenad Mladenović
Institution:(1) School of Business Administration, University of Prince Edward Island, Charlottetown (PEI), Canada;(2) GERAD, École des Hautes Études Commerciales, Montréal, Canada;(3) Mathematical Institute, Serbian Academy of Science, Belgrade, Yugoslavia and GERAD
Abstract:Reduction of some classes of global optimization programs to bilinear programs may be done in various ways, and the choice of method clearly influences the ease of solution of the resulting problem. In this note we show how linear equality constraints may be used together with graph theoretic tools to reduce a bilinear program, i.e., eliminate variables from quadratic terms to minimize the number of complicating variables. The method is illustrated on an example. Computer results are reported on known test problems.
Keywords:Quadratic program  Bilinear program  Reduction  Gaussian pivoting
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