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Hamed Rahimian (hrahimiclemson.edu) Abstract: In this paper we present and analyze a finitelyconvergent disjunctive cutting plane algorithm to obtain an $\epsilon$optimal solution or detect infeasibility of a general nonconvex continuous bilinear program. While the cutting planes are obtained in a manner similar to Saxena, Bonami, and Lee [Math. Prog. 130(2): 359413, 2011] and Fampa and Lee [2018], a feature of the algorithm that guarantees finite convergence is exploring nearoptimal extreme point solutions to a current relaxation at each iteration. In this sense, the presented algorithm and its analysis extends the work of Owen and Mehrotra [Math. Prog. 89(3): 437448, 2001] for solving mixedinteger linear programs to the general bilinear programs. Keywords: Bilinear programming, Nonconvex programming, Disjunctive programming,Global optimization, Cutting planes Category 1: Integer Programming ((Mixed) Integer Nonlinear Programming ) Category 2: Nonlinear Optimization (Quadratic Programming ) Category 3: Integer Programming (Cutting Plane Approaches ) Citation: Rahimian, H. and S. Mehrotra (2020). A finitely convergent disjunctive cutting plane algorithm for bilinear programming. Technical report, Northwestern University. Download: [PDF] Entry Submitted: 01/31/2020 Modify/Update this entry  
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