A Cutting Plane Algorithm for Solving Bilinear Programs

Konno, H. (1975) A Cutting Plane Algorithm for Solving Bilinear Programs. IIASA Research Memorandum. IIASA, Laxenburg, Austria, RM-75-061

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Abstract

Nonconvex programs which have either a nonconvex minimand and/or a nonconvex feasible region have been considered by most mathematical programmers as a hopelessly difficult area of research. There are, however, two exceptions where considerable effort to obtain a global optimum is under way. One is integer linear programming and the other is nonconvex quadratic programming. This paper addresses itself to a special class of nonconvex quadratic program referred to as a "bilinear program" in the literature. We will propose here a cutting plane algorithm to solve this class of problems.

Item Type: Monograph (IIASA Research Memorandum)
Research Programs: System and Decision Sciences - Core (SDS)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:42
Last Modified: 19 Jul 2016 09:15
URI: http://pure.iiasa.ac.at/455

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