bilinear programming

The bilinear programming is converted into a max min problem on the principle of duality, and a linear approximation algorithm for the max min problem is presented, which proves to be convergent in finite steps.

利用对偶原理，将双线性规划问题转化为极大极小问题，研究了该极大极小问题的线性逼近算法，并证明了该算法在有限步内收敛。

This paper proposes a generalized bilinear programming model for index tracking problem with transaction costs, rebalance and holding constraints.

本文对指数跟踪问题建立了一种广义的双线性规划模型，其中考虑了交易费用、持仓限制与重平衡问题。

Linear Approximation Algorithm for Bilinear Programming

一类双线性规划的线性逼近算法

Generalized Bilinear Programming Model for Index Tracking Problem

指数跟踪问题的广义双线性规划模型

The Equivalence Programming of Bilinear Interaction Programming

双线性分式交叉规划的等价形式

A discussion is made of the optimization of a bilinear programming.

讨论了一类双线性规划的优化问题.

Global Optimization of Joint Bilinear Programming Problem

一种连接双线性规划问题的整体优化