We propose an Integer Linear Programming (ILP) approach for solving integer programs with bilinear objectives and linear constraints. Our approach is based on finding upper and lower bounds for the integer ensembles i...
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We propose an Integer Linear Programming (ILP) approach for solving integer programs with bilinear objectives and linear constraints. Our approach is based on finding upper and lower bounds for the integer ensembles in the bilinear objective function, and using the bounds to obtain a tight ILP reformulation of the original problem, which can then be solved efficiently. Numerical experiments suggest that the proposed approach outperforms a latest iterative ILP approach, with notable reductions in the average solution time. (C) 2014 Elsevier B.V. All rights reserved.
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