A new reformulation-linearization technique for bilinear programming problems (Q1201905): Difference between revisions

The authors present an efficient algorithm for solving jointly constrained bilinear programming problems [see \textit{F. A. Al-Khayyal} and \textit{J. E. Falk}, Math. Oper. Res. 8, 273-286 (1983; Zbl 0521.90087)]. In the proposed algorithm, they develop a new linearization technique for this type of problems and using this, they convert a bilinear programming problem into a linear programming problem whose optimal value provides a tight lower bound on the optimal value to the bilinear programming problem. The convergence of the algorithm is established and computational experience on some test problems is reported.