EFFICIENT METHODS FOR SOLVING CERTAIN BILINEAR PROGRAMMING PROBLEMS
LE DUNG MUU, BUI THE TAM
We specialize the algorithm in [7] for solving certain nonconvex programming problems which contain indefinite quadratic and linear complementarity problems as special cases. We show that indefinite quadratic problems with a few negative eigen values and rank $k$ bilinear program with $k$ is small can be solved efficiently by this algorithm. The method is also applied for solving linear complementarity problems without any assumption on the structure of the involved matrices.