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Linearity Embedded in Nonconvex Programs
Authors:Leo Liberti
Institution:(1) Politecnico di Milano, DEI, P.zza L. da Vinci 32, I-20133 Milano, Italy
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.
Keywords:Bilinear  Convex relaxation  Global optimization  MINLP  Reduction constraint  Reformulation  RLT
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