I am very new to this field, despite studying OR in one of the undergrad subject. Recently, I have came across a few problems which have non-convex bi-linear equality constraints. I was suggested to look at how to linearize the quadratic constraint, and later on check out solver which solve non-convex problem to find an approximation result. However, I am wondering if there are other mathematical programming method. I'd love to check out books or video tutorials which give a good head-start and provide a landscape of this area. Can anybody suggest good books/video tutorials/notes etc to solve (combinations of) problems below? - quadratic/bi-linear/multi-linear
- equality/inequality
- convex/non-convex
- constraint/objective
asked
twfx |