Abstract
A finite algorithm is presented in this study for solving Bilinear programs. This is accomplished by developing a suitable cutting plane which deletes at least a face of a polyhedral set. At an extreme point, a polar cut using negative edge extensions is used. At other points, disjunctive cuts are adopted. Computational experience on test problems in the literature is provided.
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This paper is based upon work supported by the National Science Foundation under Grant No. ENG-77-23683.
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Sherali, H.D., Shetty, C.M. A finitely convergent algorithm for bilinear programming problems using polar cuts and disjunctive face cuts. Mathematical Programming 19, 14–31 (1980). https://doi.org/10.1007/BF01581626
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DOI: https://doi.org/10.1007/BF01581626