Accession Number:

AD0772109

Title:

Bilinear Programming: An Exact Algorithm.

Descriptive Note:

Research rept.,

Corporate Author:

CALIFORNIA UNIV BERKELEY OPERATIONS RESEARCH CENTER

Personal Author(s):

Report Date:

1973-10-01

Pagination or Media Count:

27.0

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

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE