A Cutting Plane Algorithm For Solving Bilinear Programs

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/70 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/70 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/70 archive 351 disk0/00/00/00/96 2016-01-15 01:40:44 2021-08-27 17:07:24 2016-01-15 01:40:44 monograph show 3 Konno H. AL0204 A Cutting Plane Algorithm For Solving Bilinear Programs pub iis_das iis_met prog_sds 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. 1974 published WP-74-075 WP-74-075 10 2058 public working_paper IIASA, Laxenburg, Austria 23 FALSE FALSE info:eu-repo/semantics/book