A cutting plane algorithm for the bilinear programming problem

H. Vaish and C. M. Shetty

Naval Research Logistics Quarterly, 1977, vol. 24, issue 1, 83-94

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.

Date: 1977
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Persistent link: https://EconPapers.repec.org/RePEc:wly:navlog:v:24:y:1977:i:1:p:83-94

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