Concavity Cuts for Disjoint Bilinear Programming

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dc.contributor.authorAlarie, Stéphane
dc.contributor.authorAudet, Charles
dc.contributor.authorJaumard, Brigitte
dc.contributor.authorSavard, Gilles
dc.date.accessioned2018-06-18T17:47:34Z
dc.date.available2018-06-18T17:47:34Z
dc.date.issued1999-09
dc.date.noteSeptember 1999
dc.description.abstractWe pursue the study of concavity cuts for the disjoint bilinear programming problem. This optimization problem has two equivalent symmetric linear maxmin reformulations, leading to two sets of concavity cuts. We first examine the depth of these cuts by considering the assumptions on the boundedness of the feasible regions of both maxmin and bilinear formulations. We next propose a branch and bound algorithm which makes use of concavity cuts. We also present a procedure that eliminates degenerate solutions. Extensive computational experiences are reported. Sparse problems with up to 500 variables in each disjoint set and 100 constraints, and dense problems with up to 60 variables again in each set and 60 constraints are solved in reasonable computing times.
dc.format.extent27 pp
dc.identifier.citationAlarie, Stéphane, Audet, Charles, Jaumard, Brigitte, et al.. "Concavity Cuts for Disjoint Bilinear Programming." (1999) <a href="https://hdl.handle.net/1911/101926">https://hdl.handle.net/1911/101926</a>.
dc.identifier.digitalTR99-21
dc.identifier.urihttps://hdl.handle.net/1911/101926
dc.language.isoeng
dc.titleConcavity Cuts for Disjoint Bilinear Programming
dc.typeTechnical report
dc.type.dcmiText
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