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Concavity Cuts for Disjoint Bilinear Programming
We pursue the study of concavity cuts for the disjoint bilinear programming problem. This optimization problem has two equivalent symmetric linear maxmin reformulations, leading to two sets of concavity cuts. We first ...
Pattern Search Algorithms for Mixed Variable Programming
Many engineering optimization problems involve a special kind of discrete variable that can be represented by a number, but this representation has no significance. Such variables arise when a decision involves some situation ...
A Branch and Cut Algorithm for Nonconvex Quadratically Constrained Quadratic Programming
We present a branch and cut algorithm that yields in finite time, a globally epsilon-optimal solution (with respect to feasibility and optimality) of the nonconvex quadratically constrained quadratic programming problem. ...