A new reformulation-linearization technique for the bilinear programming and related problems, with applications to risk management
This research is primarily concerned with the development of a new algorithm for the general Bilinear Programming Problem (BlP). BLP's are a class of nonlinear, non convex problems that belong to a higher class known as Biconvex Programming Problems (BCP). These problems find numerous applicati...
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| Format: | Others |
| Language: | en |
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Virginia Tech
2014
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| Online Access: | http://hdl.handle.net/10919/39981 http://scholar.lib.vt.edu/theses/available/etd-10192005-113325/ |