Bilinear Programming: An Exact Algorithm.
CALIFORNIA UNIV BERKELEY OPERATIONS RESEARCH CENTER
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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
- Operations Research