
Accession Number : AD0737650
Title : Bilinear Programming: Part II. Application of Bilinear Programming.
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 : 79
Abstract : In the paper a number of new problems such as constrained bematrix game, multistage Markovian assignment problem, complementary (orthogonal) planning problem, the problem of reducing a sparse matrix into an almosttriangular matrix by row and column permutations, a location problem on a rectangular network, etc., are defined and formulated as the bilinear programming problem (BLP): maximize C(supt) x + d(supt) y + x(supt) Cy subject to x belongs to X, y belongs to Y. where X and Y are m and ndimensional polyhedral convex set, respectively. Further, it is shown that several important classical problems such as 0  1 integer programs, maximization problem of a convex quadratic function subject to linear constrints, twomove game, etc. are reducible to equivalent BLP's. (Author)
Descriptors : (*MATHEMATICAL PROGRAMMING, PROBLEM SOLVING), LINEAR PROGRAMMING, QUADRATIC PROGRAMMING, GAME THEORY, STOCHASTIC PROCESSES, CONVEX SETS, MATRICES(MATHEMATICS), PERMUTATIONS, THEOREMS
Subject Categories : Operations Research
Distribution Statement : APPROVED FOR PUBLIC RELEASE