An integer linear programming approach for bilinear integer programming

An integer linear programming approach for bilinear integer programming

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Article ID: iaor20121924
Volume: 40
Issue: 2
Start Page Number: 74
End Page Number: 77
Publication Date: Mar 2012
Journal: Operations Research Letters
Authors: , ,
Keywords: programming: linear
Abstract:

We introduce a new Integer Linear Programming (ILP) approach for solving Integer Programming (IP) problems with bilinear objectives and linear constraints. The approach relies on a series of ILP approximations of the bilinear IP. We compare this approach with standard linearization techniques on random instances and a set of real‐world product bundling problems.

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