Bilinear programming: An exact algorithm |
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| Authors: | Giorgio Gallo Aydin Ülkücü |
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| Institution: | (1) Istituto per le Applicazioni del Calcolo, Rome, Italy;(2) University of California, Berkeley, USA;(3) Present address: Consultants Computation Bureau, San Francisco, California, USA |
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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.Research partially supported by the Office of Naval Research under Contract N00014-69-A-0200-1010 with the University of California. |
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