Concavity cuts for disjoint bilinear programming
نویسندگان
چکیده
منابع مشابه
Bilinear Programming
f(x, y) = a x + x Qy + b y, where a, x ∈ R, b, y ∈ R, and Q is a matrix of dimension n ×m. It is easy to see that bilinear functions compose a subclass of quadratic functions. We refer to optimization problems with bilinear objective and/or constraints as bilinear problems, and they can be viewed as a subclass of quadratic programming. Bilinear programming has various applications in constraine...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2001
ISSN: 0025-5610
DOI: 10.1007/pl00011428