Mathematical Programming

, Volume 41, Issue 1–3, pp 249–260 | Cite as

A note on the solution of bilinear programming problems by reduction to concave minimization

  • Tran Vu Thieu
Article

Abstract

We present a new algorithm for solving the bilinear programming problem by reduction to concave minimization. This algorithm is finite, does not assume the boundedness of the constraint set, and uses an efficient procedure for checking whether a concave function is bounded below on a given halfline. Some preliminary computational experience with a computer code for implementing the algorithm on a microcomputer is also reported.

Key words

Outer-approximation algorithm bilinear programming problem concave minimization problem 

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Copyright information

© The Mathematical Programming Society, Inc. 1988

Authors and Affiliations

  • Tran Vu Thieu
    • 1
  1. 1.Institute of MathematicsBo HoVietnam

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