English

On branching-point selection for trilinear monomials in spatial branch-and-bound: the hull relaxation

Optimization and Control 2018-10-18 v2

Abstract

In Speakman and Lee (2017), we analytically developed the idea of using volume as a measure for comparing relaxations in the context of spatial branch-and-bound. Specifically, for trilinear monomials, we analytically compared the three possible "double-McCormick relaxations" with the tight convex-hull relaxation. Here, again using volume as a measure, for the convex-hull relaxation of trilinear monomials, we establish simple rules for determining the optimal branching variable and optimal branching point. Additionally, we compare our results with current software practice.

Keywords

Cite

@article{arxiv.1706.08438,
  title  = {On branching-point selection for trilinear monomials in spatial branch-and-bound: the hull relaxation},
  author = {Emily Speakman and Jon Lee},
  journal= {arXiv preprint arXiv:1706.08438},
  year   = {2018}
}