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On the composition of convex envelopes for quadrilinear terms

  • Pietro Belotti
  • , Sonia Cafieri
  • , Jon Lee
  • , Leo Liberti
  • , Andrew J. Miller
  • Clemson University
  • University of Toulouse
  • University of Michigan, Ann Arbor
  • IMB UMR 5251

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

Abstract

Within the framework of the spatial Branch-and-Bound algorithm for solving mixed-integer nonlinear programs, different convex relaxations can be obtained for multilinear terms by applying associativity in different ways. The two groupings ((x1x2)x3)x4 and (x1x2x3)x4 of a quadrilinear term, for example, give rise to two different convex relaxations. In Cafieri et al. (J Global Optim 47:661-685, 2010) we prove that having fewer groupings of longer terms yields tighter convex relaxations. In this chapter we give an alternative proof of the same fact and perform a computational study to assess the impact of the tightened convex relaxation in a spatial Branch-and-Bound setting.

Original languageEnglish
Title of host publicationSpringer Optimization and Its Applications
PublisherSpringer International Publishing
Pages1-16
Number of pages16
DOIs
Publication statusPublished - 1 Jan 2013

Publication series

NameSpringer Optimization and Its Applications
Volume76
ISSN (Print)1931-6828
ISSN (Electronic)1931-6836

Keywords

  • Convex relaxation
  • Global optimization
  • MINLP
  • Quadrilinear
  • Reformulation
  • Spatial Branch-and-Bound

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