Geodesic
A~Linear Parametrical Programming Approach for Studying and Solving Bilinear Programming Problem
Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, no. 3 (2006), pp. 73-86

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An approach for studying and solving a bilinear programming problem, based on linear parametrical programming, is proposed. Using duality principle for the considered problem we show that it can be transformed into a problem of determining the compatibility of a system of linear inequalities with a right-hand member that depends on parameters, admissible values of which are defined by another system of linear inequalities. Some properties of this auxiliary problem are obtained and a conical algorithm for its solving is proposed. We show that this algorithm can be used for finding the exact solution of bilinear programming problem as well as its approximate solution. 
@article{BASM_2006_3_a7,
     author = {Dmitrii Lozovanu and Maria Fonoberova},
     title = {A~Linear {Parametrical} {Programming} {Approach} for {Studying} and {Solving} {Bilinear} {Programming} {Problem}},
     journal = {Buletinul Academiei de \c{S}tiin\c{t}e a Republicii Moldova. Matematica},
     pages = {73--86},
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     number = {3},
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Dmitrii Lozovanu; Maria Fonoberova. A~Linear Parametrical Programming Approach for Studying and Solving Bilinear Programming Problem. Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, no. 3 (2006), pp. 73-86. http://geodesic.mathdoc.fr/item/BASM_2006_3_a7/