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Solving Mixed Integer Bilinear Problems Using MILP Formulations
2013
SIAM Journal on Optimization
In this paper, we examine a mixed integer linear programming (MILP) reformulation for mixed integer bilinear problems where each bilinear term involves the product of a nonnegative integer variable and a nonnegative continuous variable. This reformulation is obtained by first replacing a general integer variable with its binary expansion and then using McCormick envelopes to linearize the resulting product of continuous and binary variables. We present the convex hull of the underlying mixed
doi:10.1137/110836183
fatcat:72ipukixhzbpzfz4lbnwfwr66u