A new reformulation-linearization technique for bilinear programming problems (Q1201905)
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scientific article; zbMATH DE number 98695
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| English | A new reformulation-linearization technique for bilinear programming problems |
scientific article; zbMATH DE number 98695 |
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A new reformulation-linearization technique for bilinear programming problems (English)
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17 January 1993
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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.
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global optimization
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branch-and-bound
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jointly constrained bilinear programming
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linearization technique
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0.826388418674469
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0.8243285417556763
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0.8216668367385864
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0.8136196732521057
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0.8116284012794495
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