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