  We derive a closed form description of the convex hull of mixed-integer
bilinear covering set with bounds on the integer variables. This convex hull
description is determined by considering some orthogonal disjunctive sets
defined in a certain way. This description does not introduce any new
variables, but consists of exponentially many inequalities. An extended
formulation with a few extra variables and much smaller number of constraints
is presented. We also derive a linear time separation algorithm for finding the
facet defining inequalities of this convex hull. We study the effectiveness of
the new inequalities and the extended formulation using some examples.
