Perspective Envelopes for Bilinear Functions
نویسنده
چکیده
The new characterization, based on perspective functions, dominates the standard McCormick convexification approach. In practice, this result is useful in the presence of linear constraints linking variables x and y, but can also be of great value in global optimization frameworks, suggesting a branching strategy based on dominance, i.e., x ď y _ x ě y. The new relaxation yields tight lower bounds, and has the potential to improve the pruning process in spatial branch and bound schemes and consequently reduce the search space effort.
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