Corpus ID: 209531759

Piecewise Polyhedral Formulations for a Multilinear Term

@article{Sundar2020PiecewisePF,
  title={Piecewise Polyhedral Formulations for a Multilinear Term},
  author={Kaarthik Sundar and Harsha Nagarajan and Site Wang and Jeff Linderoth and Russell Bent},
  journal={ArXiv},
  year={2020},
  volume={abs/2001.00514}
}
  • Kaarthik Sundar, Harsha Nagarajan, +2 authors Russell Bent
  • Published 2020
  • Mathematics, Computer Science
  • ArXiv
  • In this paper, we present a mixed-integer linear programming formulation of a piecewise, polyhedral relaxation (PPR) of a multilinear term using it's convex hull representation. Based on the solution of the PPR, we also present a MIP-based piecewise formulation which restricts the solutions to be feasible for the multilinear term. We then present computational results showing the effectiveness of proposed formulations on instances from the standard Mixed-Integer Nonlinear Programming Library… CONTINUE READING

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