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Journal of Global Optimization

, Volume 33, Issue 2, pp 157–196 | Cite as

Linearity Embedded in Nonconvex Programs

  • Leo Liberti
Article

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 eff- cient when applied to the problem.

Keywords

Bilinear Convex relaxation Global optimization MINLP Reduction constraint Reformulation RLT 

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Copyright information

© Springer 2005

Authors and Affiliations

  • Leo Liberti
    • 1
  1. 1.Politecnico di MilanoDEIMilanoItaly

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