A Branch-and-Cut Algorithm for Mixed-Integer Bilinear Programming

European Journal of Operational Research（2020）

引用 28|浏览32

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摘要

•We consider the Mixed-Integer Bilinear Programming problem.•We design an exact branch-and-cut algorithm, based on a new branching rule.•A new family of intersection cuts derived from bilinear disjunctions is proposed.•We analyze the algorithm’s performance on a large instance set from the literature.

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关键词

Combinatorial optimization,Mixed-integer quadratic programming,Bilinear programming,Branch-and-cut algorithms,Intersection cuts

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