Convex Hull Formulations for Mixed-Integer Multilinear Functions [article]

Harsha Nagarajan, Kaarthik Sundar, Hassan Hijazi, Russell Bent
2018 arXiv   pre-print
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.
arXiv:1807.11007v1 fatcat:rqtxufyexvagfgsg5wo5eegaqu