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Re: [Help-glpk] Bilinear problem
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From: |
Ruslan Gazizov |
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Subject: |
Re: [Help-glpk] Bilinear problem |
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Date: |
Sun, 5 Apr 2015 19:54:50 +0300 |
>> 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