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, multi-stage Markovian assignment problem, complementary (orthogonal) planning problem, the problem of reducing a sparse matrix into an almost-triangular 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 n-dimensional 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, two-move 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