论文标题
多线性术语的分段多面体配方
Piecewise Polyhedral Formulations for a Multilinear Term
论文作者
论文摘要
在本文中,我们介绍了使用其凸形船体表示的多线性项的分段,多面体弛豫(PPR)的混合企业线性编程(MILP)公式。基于PPR的溶液,我们还提出了一个MILP公式,其解决方案对于非凸形,多线性方程是可行的。然后,我们提出计算结果,显示了拟议公式对具有多线性项的非线性程序标准基准(NLP)的实例的有效性,并将提议的配方与传统配方进行比较,该配方是由递归放松的多线性术语的双线性组成的。
In this paper, 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 solution of the PPR, 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 instances of standard benchmarks of nonlinear programs (NLPs) with multilinear terms and compare the proposed formulation with a traditional formulation that is built by recursively relaxing bilinear groupings of multilinear terms.