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 > _______________________________________________ > Help-glpk mailing list > [email protected] > https://lists.gnu.org/mailman/listinfo/help-glpk > _______________________________________________ Help-glpk mailing list [email protected] https://lists.gnu.org/mailman/listinfo/help-glpk
