bilinear programming

This paper proposes a generalized bilinear programming model for index tracking problem with transaction costs, rebalance and holding constraints.

本文对指数跟踪问题建立了一种广义的双线性规划模型，其中考虑了交易费用、持仓限制与重平衡问题。

The bilinear programming is converted into a max min problem on the principle of duality, and a linear approximation algorithm for the max min problem is presented, which proves to be convergent in finite steps.

利用对偶原理，将双线性规划问题转化为极大极小问题，研究了该极大极小问题的线性逼近算法，并证明了该算法在有限步内收敛。

Global Optimization of Joint Bilinear Programming Problem

一种连接双线性规划问题的整体优化

The Equivalence Programming of Bilinear Interaction Programming

双线性分式交叉规划的等价形式

A discussion is made of the optimization of a bilinear programming.

讨论了一类双线性规划的优化问题.

Generalized Bilinear Programming Model for Index Tracking Problem

指数跟踪问题的广义双线性规划模型

Linear Approximation Algorithm for Bilinear Programming

一类双线性规划的线性逼近算法