LP-based Approximations for Disjoint Bilinear and Two-Stage Adjustable Robust Optimization

Omar El Housni, Ayoub Foussoul, Vineet Goyal

We consider the class of disjoint bilinear programs $\max \{{\mathbf{x}}^T\mathbf{y}\mid \mathbf{x}\in \mathcal{X},\mathbf{y}\in \mathcal{Y}\}$ where $\mathcal{X}$ and $\m…