Linearity Embedded in Nonconvex Programs

  • Authors:
  • Leo Liberti

  • Affiliations:
  • Politecnico di Milano, DEI, Milano, Italy I-20133

  • Venue:
  • Journal of Global Optimization
  • Year:
  • 2005

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Abstract

Nonconvex programs involving bilinear terms and linear equality constraints oftenappear more nonlinear than they really are. By using an automatic symbolic reformulation wecan substitute some of the bilinear terms with linear constraints. This has a dramaticallyimproving effect on the tightness of any convex relaxation of the problem, which makesdeterministic global optimization algorithms like spatial Branch-and-Bound much more eff-cient when applied to the problem.