Article ID: | iaor20121924 |
Volume: | 40 |
Issue: | 2 |
Start Page Number: | 74 |
End Page Number: | 77 |
Publication Date: | Mar 2012 |
Journal: | Operations Research Letters |
Authors: | Vielma Juan Pablo, Freire Alexandre S, Moreno Eduardo |
Keywords: | programming: linear |
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.