摘要:AbstractThis paper studies the widely applied fixed charge network ow problem (FCNFP), which is NP-hard. We approximate the FCNFP with a bilinear programming problem that is determined by a parameter ɛ. When ɛ is small enough, the optimal solution to the bilinear programming problem is the same as the optimal solution to the FCNFP. Therefore, solving the FCNFP can be transformed into solving a series of bilinear programming problems with decreasing ɛ. In this paper, these bilinear programming problems are solved by alternately solving two coupled linear programming problems. A dynamic method is proposed to update ɛ after solving one of the linear programming problems rather than solving the whole bilinear programming problem. Numerical experiments show the performance of the proposed method.