| Article ID: | iaor1993760 |
| Country: | Netherlands |
| Volume: | 56 |
| Issue: | 1 |
| Start Page Number: | 45 |
| End Page Number: | 50 |
| Publication Date: | Aug 1992 |
| Journal: | Mathematical Programming (Series A) |
| Authors: | White Douglas J. |
| Keywords: | programming: linear |
This paper discusses the maximization of a bilinear function over two independent polytopes. The maximization problem is converted into a max-min problem, using duality. This problem is then solved via a sequence of dual linear programmes, whose constraint vectors are successively determined by