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?

  1. quadratic/bi-linear/multi-linear
  2. equality/inequality
  3. convex/non-convex
  4. constraint/objective

asked 15 Dec '13, 05:28

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twfx
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edited 15 Dec '13, 05:29

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Asked: 15 Dec '13, 05:28

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Last updated: 15 Dec '13, 05:29

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