Disjoint Bilinear Optimization: A Two-Stage Robust Optimization Perspective

Jianzhe Zhen, Ahmadreza Marandi, Danique de Moor, Dick den Hertog, Lieven Vandenberghe

Abstract: In this paper, we focus on a subclass of quadratic optimization problems, that is, disjoint bilinear optimization problems. We first show that disjoint bilinear optimization problems can be cast as...