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A cutting plane algorithm for the bilinear programming problem

A cutting plane algorithm for the bilinear programming problem In this paper we discuss the properties of a Bilinear Programming problem, and develop a convergent cutting plane algorithm. The cuts involve only a subset of the variables and preserve the special structure of the constraints involving the remaining variables. The cuts are deeper than other similar cuts. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Naval Research Logistics: An International Journal Wiley

A cutting plane algorithm for the bilinear programming problem

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References (18)

Publisher
Wiley
Copyright
Copyright © 1977 Wiley Subscription Services, Inc., A Wiley Company
ISSN
0894-069X
eISSN
1520-6750
DOI
10.1002/nav.3800240107
Publisher site
See Article on Publisher Site

Abstract

In this paper we discuss the properties of a Bilinear Programming problem, and develop a convergent cutting plane algorithm. The cuts involve only a subset of the variables and preserve the special structure of the constraints involving the remaining variables. The cuts are deeper than other similar cuts.

Journal

Naval Research Logistics: An International JournalWiley

Published: Mar 1, 1977

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