Abstract
In the context of integer programming, we develop a polyhedral method for linearizing a product of a pair of real linear functions in 0/1 variables. As an example, by writing a pair of integer variables in binary expansion, we have a technique for linearizing their product. We give a complete linear description for the resulting polytope, and we provide an efficient algorithm for the separation problem. Along the way to establishing the complete description, we also give a complete description for an extended-variable formulation, and we point out a generalization.
AMS(MOS) subject classifications. 52B11, 90C10, 90C57, 90C30.
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Günlük, O., Lee, J., Leung, J. (2012). A Polytope for a Product of Real Linear Functions in 0/1 Variables. In: Lee, J., Leyffer, S. (eds) Mixed Integer Nonlinear Programming. The IMA Volumes in Mathematics and its Applications, vol 154. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-1927-3_18
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DOI: https://doi.org/10.1007/978-1-4614-1927-3_18
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