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Start Over Author "Bent, Russell" Publisher american institute of physics
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1. Convex Hull Formulations for Mixed-Integer Multilinear Functions.

Author

Nagarajan, Harsha, Sundar, Kaarthik, Hijazi, Hassan, and Bent, Russell

Subjects
CONVEX functions, MULTILINEAR algebra, POLYHEDRAL functions, MODULAR functions, REAL variables
Abstract

In this paper, we present convex hull formulations for a mixed-integer, multilinear term/function (MIMF) that features products of multiple continuous and binary variables. We develop two equivalent convex relaxations of an MIMF and study their polyhedral properties in their corresponding higher-dimensional spaces. We numerically observe that the proposed formulations consistently perform better than state-of-the-art relaxation approaches. [ABSTRACT FROM AUTHOR]

Published
2019
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