Linearization of mixed-integer products (Q2277364)
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English | Linearization of mixed-integer products |
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Linearization of mixed-integer products (English)
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1991
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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.
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equivalent problem transformation
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outer-approximation algorithm
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