A LINEAR-PROGRAMMING APPROACH TO SOLVING BILINEAR PROGRAMS

被引：17

作者：

WHITE, DJ

机构：

[1] Department of Decision Theory, University of Manchester, Manchester

来源：

MATHEMATICAL PROGRAMMING | 1992年 / 56卷 / 01期

关键词：

BILINEAR; DUALITY; LINEAR PROGRAMMING;

D O I：

10.1007/BF01580892

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

This paper discusses the maximization of a bilinear function over two independent polytopes. The maximization problem is converted into a max-min problem, using duality. This problem is then solved via a sequence of dual linear programmes, whose constraint vectors are successively determined by tth order optima of a master linear programme.

引用

页码：45 / 50

页数：6

共 9 条

[1]

ANANDALINGHAM G, 1989, PENALTY FUNCTION MET

[2]

Falk J. E., 1976, Mathematics of Operations Research, V1, P251, DOI 10.1287/moor.1.3.251

[3]

Falk J. E., 1973, Mathematical Programming, V5, P169, DOI 10.1007/BF01580119

[4] CUTTING PLANE ALGORITHM FOR SOLVING BILINEAR PROGRAMS [J].