Linearization of mixed-integer products (Q2277364)

A method is presented for transforming programs containing products of a binary variable and a function of continuous variables into MINLP problems which one can solve with the outer-approximation algorithm developed by \textit{M. A. Duran} and \textit{I. E. Grossmann} [Math. Program. 36, 307-339 (1986; Zbl 0619.90052)]. The mixed-integer products can be in either the objective function or in inequality constraints. The method applies whenever the original program is convex with respect to the continuous variables.