JOINTLY CONSTRAINED BILINEAR PROGRAMS AND RELATED PROBLEMS - AN OVERVIEW

被引:71
作者
ALKHAYYAL, FA
机构
[1] School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta
关键词
D O I
10.1016/0898-1221(90)90148-D
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Linear complementarity, quadratic programming and (separably constrained) bilinear programming problems are all special cases of jointly constrained bilinear programs. In this paper we review current theory and procedures for bilinear programs and related problems. The key notion of convex envelopes that drives the general procedure is explored and some minor extensions to known results are presented. Extensions and directions for future research are also discussed. © 1990.
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页码:53 / 62
页数:10
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