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A cutting plane algorithm for solving bilinear programs

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Abstract

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. The algorithm is along the lines of H. Tui and K. Ritter, but it differs in its exploitation of the special structure of the problem. Though the algorithm is not guaranteed at this stage of the research to converge to a global optimum, the preliminary results of numerical experiments are encouraging.

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Authors and Affiliations

  1. University of Tsukuba, Ibaraki, Japan

    Hiroshi Konno

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  1. Hiroshi Konno
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Additional information

This research was partially supported by the Office of Naval Research under Contract N-00014-67-A-0112-0011; and U.S. Atomic Energy Commission Contract AT(04-3)-326-PA # 18.

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Konno, H. A cutting plane algorithm for solving bilinear programs. Mathematical Programming 11, 14–27 (1976). https://doi.org/10.1007/BF01580367

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  • DOI: https://doi.org/10.1007/BF01580367

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