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arXiv · 1807.11007

Convex Hull Formulations for Mixed-Integer Multilinear Functions

Harsha Nagarajan·Kaarthik Sundar·Hassan Hijazi·Russell Bent
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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.

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Harsha Nagarajan, Kaarthik Sundar, Hassan Hijazi, Russell Bent. 2018-07-29. Convex Hull Formulations for Mixed-Integer Multilinear Functions. https://doi.org/10.1063/1.5090004

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