Bilinear Programming: An Exact Algorithm.

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, the authors give a necessary and sufficient condition for optimality, and an algorithm which finds an optimal solution in a finite number of iterations is presented. (Modified author abstract)

Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1973
Accession Number
AD0772109

Entities

People

  • Aydin Ulkucu
  • Giorgio Gallo

Organizations

  • University of California, Berkeley

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Algorithms
  • Computer Programming
  • Evolutionary Algorithms
  • Heuristic Methods
  • Iterations
  • Linearity
  • Mathematics
  • Quadratic Programming

Fields of Study

  • Mathematics

Readers

  • Operations Research