2013
DOI: 10.1137/110836183
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Solving Mixed Integer Bilinear Problems Using MILP Formulations

Abstract: In this paper, we examine a mixed integer linear programming (MILP) reformulation for mixed integer bilinear problems where each bilinear term involves the product of a nonnegative integer variable and a nonnegative continuous variable. This reformulation is obtained by first replacing a general integer variable with its binary expansion and then using McCormick envelopes to linearize the resulting product of continuous and binary variables. We present the convex hull of the underlying mixed integer linear set… Show more

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Cited by 157 publications
(96 citation statements)
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“…A binary expansion is used in (41)-(42) to reduce dimensionality as compared to a unary expansion. Although the representation of integer variables by a binary expansion is not in general more efficient than an integer representation [37], this allows the use of the big-M method, and has been shown to be more effective than non-linear solvers or the use of McCormick envelopes in solving bi-linear problems containing the product of continuous and integer variables in constraints [38].…”
Section: B Creating a Milp Approximationmentioning
confidence: 99%
“…A binary expansion is used in (41)-(42) to reduce dimensionality as compared to a unary expansion. Although the representation of integer variables by a binary expansion is not in general more efficient than an integer representation [37], this allows the use of the big-M method, and has been shown to be more effective than non-linear solvers or the use of McCormick envelopes in solving bi-linear problems containing the product of continuous and integer variables in constraints [38].…”
Section: B Creating a Milp Approximationmentioning
confidence: 99%
“…Convex hull Al- Khayyal and Falk (1983);McCormick (1976) Outer approximation Geoffrion (1970); Duran and Grossmann (1986a,b);Floudas (1995) Eigenvector projections Rosen and Pardalos (1986);Pardalos (1991) (2006); Karuppiah and Grossmann (2006); Wicaksono and Karimi (2008) continued on the next page (2010); Teles et al (2012); Castro and Teles (2013); Kolodziej et al (2013a); Gupte et al (2013) Trilinear…”
Section: Floudas Andmentioning
confidence: 99%
“…Though it can be linearized into a mixed integer linear program by adding McCormick envelopes [15], the problem is still NP-complete [13]. Instead, we develop several simple but effective heuristics to tackle the problem.…”
Section: Problem Formulationmentioning
confidence: 99%