Convex Hull Formulations for Mixed-Integer Multilinear Functions
Optimization and Control
2019-02-20 v1 Discrete Mathematics
Abstract
In this paper, we present convex hull formulations for a mixed-integer, multilinear term/function (MIMF) that features products of multiple continuous and binary variables. We develop two equivalent convex relaxations of an MIMF and study their polyhedral properties in their corresponding higher-dimensional spaces. We numerically observe that the proposed formulations consistently perform better than state-of-the-art relaxation approaches.
Keywords
Cite
@article{arxiv.1807.11007,
title = {Convex Hull Formulations for Mixed-Integer Multilinear Functions},
author = {Harsha Nagarajan and Kaarthik Sundar and Hassan Hijazi and Russell Bent},
journal= {arXiv preprint arXiv:1807.11007},
year = {2019}
}