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A Mixed-Integer Linear Programming Reduction Of Disjoint Bilinear Programs Via Symbolic Variable Elimination, Jihwan Jeong, Scott Sanner, Akshat Kumar

Research Collection School Of Computing and Information Systems

A disjointly constrained bilinear program (DBLP) has various practical and industrial applications, e.g., in game theory, facility location, supply chain management, and multi-agent planning problems. Although earlier work has noted the equivalence of DBLP and mixed-integer linear programming (MILP) from an abstract theoretical perspective, a practical and exact closed-form reduction of a DBLP to a MILP has remained elusive. Such explicit reduction would allow us to leverage modern MILP solvers and techniques along with their solution optimality and anytime approximation guarantees. To this end, we provide the first constructive closed-form MILP reduction of a DBLP by extending the technique of …