Linearity embedded in nonconvex programs

Research output: Contribution to journalArticlepeer-review

Abstract

Nonconvex programs involving bilinear terms and linear equality constraints often appear more nonlinear than they really are. By using an automatic symbolic reformulation we can substitute some of the bilinear terms with linear constraints. This has a dramatically improving effect on the tightness of any convex relaxation of the problem, which makes deterministic global optimization algorithms like spatial Branch-and-Bound much more eff- cient when applied to the problem.

Original languageEnglish
Pages (from-to)157-196
Number of pages40
JournalJournal of Global Optimization
Volume33
Issue number2
DOIs
Publication statusPublished - 1 Oct 2005
Externally publishedYes

Keywords

  • Bilinear
  • Convex relaxation
  • Global optimization
  • MINLP
  • RLT
  • Reduction constraint
  • Reformulation

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