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A new reformulation-linearization technique for bilinear programming problems. (English) Zbl 0791.90056
The authors present an efficient algorithm for solving jointly constrained bilinear programming problems [see F. A. Al-Khayyal and 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.

MSC:
90C30 Nonlinear programming
90C26 Nonconvex programming, global optimization
90-08 Computational methods for problems pertaining to operations research and mathematical programming
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