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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2008, Volume 48, Number 2, Pages 237–254
(Mi zvmmf180)
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This article is cited in 21 scientific papers (total in 21 papers)
Numerical solution of bilinear programming problems
A. V. Orlov Institute for System Dynamics and Control Theory, Siberian Branch, Russian Academy of Sciences, pr. Lermontova 134, Irkutsk, 664033, Russia
Abstract:
A bilinear programming problem with uncoupled variables is considered. First, a special technique for generating test bilinear problems is considered. Approximate algorithms for local and global search are proposed. Asymptotic convergence of these algorithms is analyzed, and stopping rules are proposed. In conclusion, numerical results for randomly generated bilinear problems are presented and analyzed.
Key words:
nonconvex optimization, bilinear programming, test problem generation, local search, critical point, stopping rule, global search, numerical experiment.
Received: 29.03.2007
Citation:
A. V. Orlov, “Numerical solution of bilinear programming problems”, Zh. Vychisl. Mat. Mat. Fiz., 48:2 (2008), 237–254; Comput. Math. Math. Phys., 48:2 (2008), 225–241
Linking options:
https://www.mathnet.ru/eng/zvmmf180 https://www.mathnet.ru/eng/zvmmf/v48/i2/p237
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Abstract page: | 623 | Full-text PDF : | 305 | References: | 78 | First page: | 5 |
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