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Degeneracy removal in cutting plane methods for disjoint bilinear programming
Stockholm University, Faculty of Social Sciences, Department of Computer and Systems Sciences. Beijing Foreign Studies University, China.
Number of Authors: 3
2017 (English)In: Optimization Letters, ISSN 1862-4472, E-ISSN 1862-4480, Vol. 11, no 3, 483-495 p.Article in journal (Refereed) Published
Abstract [en]

Disjoint bilinear programming has appeared in miscellaneous practical applications. Although deterministic approaches such as cutting plane methods for solving it have been proposed, the frequently encountered computational problem regarding degeneracy still remains. This paper proposes a distance-following approach in order to generate a conservative hyperplane from a degenerate local star minimizer located by the augmented mountain climbing procedure, cut off it, and thus enable a cutting plane method to proceed without too much additional computational workload.

Place, publisher, year, edition, pages
2017. Vol. 11, no 3, 483-495 p.
Keyword [en]
Disjoint bilinear programming, Cutting plane, Degeneracy removal
National Category
Economics and Business Mathematics
Identifiers
URN: urn:nbn:se:su:diva-142458DOI: 10.1007/s11590-016-1016-6ISI: 000395206800004OAI: oai:DiVA.org:su-142458DiVA: diva2:1096487
Available from: 2017-05-18 Created: 2017-05-18 Last updated: 2017-05-18Bibliographically approved

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