Linearity embedded in nonconvex programs

Linearity embedded in nonconvex programs

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Article ID: iaor20061011
Country: Germany
Volume: 33
Issue: 2
Start Page Number: 157
End Page Number: 196
Publication Date: Oct 2005
Journal: Journal of Global Optimization
Authors:
Keywords: programming: integer
Abstract:

Nonconvex programs involving bilinear terms and linear equality constraints often appear more nonlinear than they really are. By using an automatic symbolic reformulation we can substitute some of the bilinear terms with linear constraints. This has a dramatically improving effect on the tightness of any convex relaxation of the problem, which makes deterministic global optimization algorithms like spatial Branch-and-Bound much more efficient when applied to the problem.

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