A Cutting Plane Algorithm for Solving Bilinear Programs

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/474 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/474 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/474 archive 351 disk0/00/00/04/55 2016-01-15 01:42:46 2021-08-27 17:08:09 2016-01-15 01:42:46 monograph show 3 Konno H. AL0204 A Cutting Plane Algorithm for Solving Bilinear Programs pub iis_met prog_sds 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. 1975-12 published RM-75-061 RM-75-061 10 2058 public research_memorandum IIASA, Laxenburg, Austria 23 FALSE info:eu-repo/semantics/book