Location of a conservative hyperplane for cutting plane methods in disjoint bilinear programming

被引:2
|
作者
Chen, Xi [1 ]
Zhang, Ji-hong [1 ]
Ding, Xiao-song [1 ]
Yang, Tian [2 ]
Qian, Jing-yi [3 ]
机构
[1] Beijing Foreign Studies Univ, Int Business Sch, Beijing 100089, Peoples R China
[2] Beijing Inst Technol, Sch Comp Sci & Technol, Beijing 100081, Peoples R China
[3] Shanghai Jiao Tong Univ, High Sch, Shanghai 201821, Peoples R China
关键词
Cutting plane method; Degeneracy removal; Conservative cut; ALGORITHM; CUTS;
D O I
10.1007/s11590-018-01382-w
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
Although several classes of cutting plane methods for deterministically solving disjoint bilinear programming (DBLP) have been proposed, the frequently encountered computational issue regarding the generation of a suitable cut from a degenerate vertex in a pseudo-global minimizer (PGM) still remains. Among the approaches to dealing with degeneracy, the most recent one is to generate a conservative cut. Nevertheless, the computational performance of the corresponding distance-following algorithm for its location seems far from satisfactory. This paper proposes several approaches that can be utilized to efficiently locate a conservative hyperplane from a degenerate vertex in a PGM. Extensive experiments are conducted to evaluate their performance from the dimensionality as well as the degree of degeneracy. From the computational viewpoint, these new approaches can outperform the earlier developed distance-following algorithm, and thereby can be incorporated into cutting plane methods for solving DBLP.
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页码:1677 / 1692
页数:16
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