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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: | 27 Aug 2021 17:07 |
| URI: | https://pure.iiasa.ac.at/96 |
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