
Accession Number : AD0737649
Title : Bilinear Programming: Part I. Algorithm for Solving Bilinear Programs.
Descriptive Note : Technical rept.,
Corporate Author : STANFORD UNIV CALIF DEPT OF OPERATIONS RESEARCH
Personal Author(s) : Konno,Hiroshi
Report Date : AUG 1971
Pagination or Media Count : 97
Abstract : The paper deals with an algorithm for determining a global optimum of a structured nonconcave 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 epsilonoptimal solution (with respect to the objective functional value) in finitely many steps for any given epsilon > 0 provided the constraint set is nonempty and compact. It must be noted that the BLP algorithm exclusively uses the simplex algorithm and that no elaborate subproblem needs be solved. (Author)
Descriptors : (*MATHEMATICAL PROGRAMMING, ALGORITHMS), LINEAR PROGRAMMING, QUADRATIC PROGRAMMING, INEQUALITIES, CONVEX SETS, SIMPLEX METHOD, GAME THEORY, THEOREMS, OPTIMIZATION
Subject Categories : Operations Research
Distribution Statement : APPROVED FOR PUBLIC RELEASE