Jun 19, 2019 · With a linearization strategy, you will have to add line-searches etc, and a proof that you actually converge to the globally optimal solution. Bisection is simple and you have …

This paper provides a new methodology to solve bilinear, non-convex mathematical programming problems by a suitable transformation of variables. Schur's decomposition and special ordered …

We propose a new approximate bilinear programming formulation of value function approximation, which employs global opti-mization. The formulation provides strong a priori guarantees on …

We give asymptotically converging semidefinite programming hierarchies of outer bounds on bilinear programs of the form \({\mathrm {Tr}}\big [H(D\otimes E)\big ]\), maximized with …

Mar 31, 2021 · You can linearize the constraint by introducing a nonnegative variable $z_i$, replacing $x_i y_i$ with $z_i$, and imposing linear big-M constraints \begin{align}x_\min y_i …

Aug 10, 1992 · The constraints mandated by the national taxing authorities create a bilinear programming formulation. We will describe a very efficient heuristic iterative solution algorithm, …

Aug 6, 2021 · We study two-stage adjustable robust linear programming in which the right-hand sides are uncertain and belong to a convex, compact uncertainty set. This problem is NP-hard, …

with a bilinear equality constraint, then we propose two penalization/regularization methods (exact penalty and alternating direction) to solve it. The resulting algorithms seek desirable solutions …

Jan 7, 2021 · 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 …

Jun 28, 2022 · I am aware of McCormick relaxation as a general technique for dealing with bilinear forms but this approach doesn't seem to return a feasible point. If it helps, it may be …