Conference proceedings article
A Fast Bilinear Optimization Algorithm

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Author list: Ding, Xiaosong;Ekenberg, Love
Publisher: Yokohama Publishers
Place: Yokohama
Publication year: 2004
ISBN: 4-946552-15-4

Abstract

Computational decision analysis methods (such as DELTA) have been developed and implemented over a number of years for solving decision problems when vague and numerically imprecise information prevails. However, the evaluation phases in those methods often give rise to bilinear programming problems, which are time-consuming to solve in an interactive environment with general nonlinear programming solvers such as SNOPT. This paper proposes a linear programming based algorithm for solving this type of problems, thus enabling interactive use of such methods.


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