A Cutting Plane Algorithm For Solving Bilinear Programs

Konno H (1974). A Cutting Plane Algorithm For Solving Bilinear Programs. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-74-075

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Abstract

Nonconvex programs which have either nonconvex minimand and/or 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 Working Paper)
Research Programs: System and Decision Sciences - Core (SDS)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:40
Last Modified: 23 Jul 2016 11:36
URI: http://pure.iiasa.ac.at/96

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