Re: [Help-glpk] Bilinear problem

[Antonio Carlos Moretti]

If the bilinearity involves

(1) two binary variables or
(2) a binary variable and a continuous variable or
(3) two continuous variable

then is it possible to write as an integer linear programming.
See ''AIMMS - OPTIMIZATION MODELING' pages 83,84 and 85. (you can get the
pdf through internet)

Best regards,
Antonio

>>> Is it possible to solve a problem with bilinear constraints using
>>> GLPK?
>>>
>>
>> No, because bilinear constraints are non-linear while glpk allows only
>> linear ones.
>>
>
> Can we do something about it? From my experience with commercial systems -
> solving NLP problems involves successive linearisation until convergence,
> although it could lead to a local optimum.
>
> I?d like to participate.
>
> --
> Ruslan Gazizov
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