Bilinear Programming: Part I. Algorithm for Solving Bilinear Programs.

Abstract

The paper deals with an algorithm for determining a global optimum of a structured non-concave quadratic programming problem called the bilinear programming problem (BLP): maximize c supt x + d supt y + x supt Cy subject to Ex < or = e, x > or = 0 Fy < or = f, y > or = 0 This algorithm is an elaboration of the cutting plane algorithm proposed by K. Ritter. It is established that the authors algorithm generates and epsilon-optimal solution (with respect to the objective functional value) in finitely many steps for any given epsilon > 0 provided the constraint set is non-empty and compact. It must be noted that the BLP algorithm exclusively uses the simplex algorithm and that no elaborate subproblem needs be solved. (Author)

Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1971
Accession Number
AD0737649

Entities

People

  • Hiroshi Konno

Organizations

  • Stanford University

Tags

Communities of Interest

  • Air Platforms

DTIC Thesaurus Topics

  • Algorithms
  • Computer Programming
  • Contracts
  • Evolutionary Algorithms
  • Heuristic Methods
  • Mathematics
  • Quadratic Programming
  • Simplex Method

Readers

  • Maritime and Naval Warfare Studies
  • Operations Research