Abstract
The Bilinear Programming Problem is a structured quadratic programming problem whose objective function is, in general, neither convex nor concave. Making use of the formal linearity of a dual formulation of the problem, we give a necessary and sufficient condition for optimality, and an algorithm to find an optimal solution.
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Research partially supported by the Office of Naval Research under Contract N00014-69-A-0200-1010 with the University of California.
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Gallo, G., Ülkücü, A. Bilinear programming: An exact algorithm. Mathematical Programming 12, 173–194 (1977). https://doi.org/10.1007/BF01593787
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DOI: https://doi.org/10.1007/BF01593787