Generalized bilinear programming. I: Models, applications and linear programming relaxation (Q1199512): Difference between revisions

After a short presentation of the evolution of bilinear programming, the author defines a class of generalized bilinear programs and shows that the multiple modular design problem is a special case of the general model. Generalized bilinear programs are defined as (P) `Minimize \(\Phi_ 0(x,y)\), subject to \(\Phi_ i(x,y)\leq b_ i\) \((i=1,\dots,p)\), \((x,y)\in S\), where \(\Phi_ i(x,y)= c^ T_ i x+ x^ T A_ i y+ d^ T_ i y\) \((i=0,1,\dots,p)\) and \(S=\{(x,y): Cx+ Dy\leq b,\;x\geq 0,\;y\geq 0\}\).' The author solves problem (P) by replacing each \(\Phi_ i\) with its convex envelope or a convex underestimating function.