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