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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: | 27 Aug 2021 17:08 |
| URI: | https://pure.iiasa.ac.at/455 |
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