A unified branch-and-bound and cutting plane algorithm for a class of nonconvex optimization problems : application to bilinear programming


Muu, Lê D. ; Oettli, Werner


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URL: http://ub-madoc.bib.uni-mannheim.de/1974
URN: urn:nbn:de:bsz:180-madoc-19743
Document Type: Working paper
Year of publication: 1988
The title of a journal, publication series: None
Publication language: English
Institution: School of Business Informatics and Mathematics > Sonstige - Fakultät für Wirtschaftsinformatik und Wirtschaftsmathematik
MADOC publication series: Veröffentlichungen der Fakultät für Mathematik und Informatik > Institut für Mathematik > Mannheimer Manuskripte
Subject: 510 Mathematics
Subject headings (SWD): Branch-and-Bound-Methode , Schnittebenenverfahren
Abstract: A unifled approach to branch-and-bound and cutting plane methods for solving a certain class of nonconvex optimization problems is proposed. Based on this approach an implementable algorithm is obtained for programming problems with a bilinear objective function and jointly convex constraints.
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