>> 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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