DOE OSTI · 1760566
Piecewise polyhedral formulations for a multilinear term
Abstract
Herein, we present a mixed-integer linear programming (MILP) formulation of a piecewise, polyhedral relaxation (PPR) of a multilinear term using its convex-hull representation. Based on the PPR’s solution, we also present a MILP formulation whose solutions are feasible for nonconvex, multilinear equations. We then present computational results showing the effectiveness of proposed formulations on standard benchmark nonlinear programs (NLPs) with multilinear terms and compare with a traditional formulation that is built using recursive bilinear groupings of multilinear terms.
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Sundar, Kaarthik, Nagarajan, Harsha, Linderoth, Jeff, Wang, Site, Bent, Russell. 2020-12-08. Piecewise polyhedral formulations for a multilinear term. https://doi.org/10.1016/j.orl.2020.12.002
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