Piecewise Polyhedral Formulations for a Multilinear Term

DOI10.1016/J.ORL.2020.12.002MaRDI QIDQ6332197arXivFDO

Authors Kaarthik Sundar, Harsha Nagarajan, Jeff Linderoth, Site Wang, Russell Bent

Publication date 2 January 2020

Published in arXiv

Full work available at URL https://doi.org/10.1016/J.ORL.2020.12.002

Mathematics Subject Classification ID

Mixed integer programming (90C11) Nonlinear programming (90C30) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57)

arXiv classification

cs.DMmath.OC

Abstract: In this paper, we present a mixed-integer linear programming (MILP) formulation of a piecewise, polyhedral relaxation (PPR) of a multilinear term using its convex hull representation. Based on the solution of the PPR, we also present a MILP formulation whose solutions are feasible for nonconvex, multilinear equations. We then present computational results showing the effectiveness of proposed formulations on instances of standard benchmarks of nonlinear programs (NLPs) with multilinear terms and compare the proposed formulation with a traditional formulation that is built by recursively relaxing bilinear groupings of multilinear terms.

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