Approximated perspective relaxations: a project and lift approach

@article{Frangioni2016ApproximatedPR,
  title={Approximated perspective relaxations: a project and lift approach},
  author={Antonio Frangioni and Fabio Furini and Claudio Gentile},
  journal={Comp. Opt. and Appl.},
  year={2016},
  volume={63},
  pages={705-735}
}
The perspective reformulation (PR) of aMixed-Integer NonLinear Program with semi-continuous variables is obtained by replacing each term in the (separable) objective function with its convex envelope. Solving the corresponding continuous relaxation requires appropriate techniques. Under some rather restrictive assumptions, the Projected PR (P2R) can be defined where the integer variables are eliminated by projecting the solution set onto the space of the continuous variables only. This approach… CONTINUE READING