All Questions
Tagged with linearization mccormick
4
questions
2
votes
2
answers
184
views
Are McCormick Envelopes exact for the following class of optimization problems?
I have the following optimization problem:
\begin{align*}
\text{minimize} \quad &\mathbf{c^T x} \\
\text{such that} \quad &\mathbf{x} \in S.
\end{align*}
Here, $S$ is a polyhedron of the form $...
- 205
5
votes
1
answer
643
views
Linearizing a constraint with square root of a variable
I am trying to linearize the constraint set (2) in the following simplified program. The parameters: $A,C,D,T\in\mathbb{R}^+$. The set $\mathcal{J}$ is polynomially-sized.
\begin{alignat}2\min &\...
- 1,249
6
votes
1
answer
812
views
Linearize a product of an integer variable (not just binary) and a continuous variable?
I have a constraint in my formulation that contains multiplication of an integer variable $y$ and a continuous variable $x$, which is $xy=q$ where $y$ is the number of units in which $q$ gets equally ...
13
votes
1
answer
969
views
McCormick envelopes and nonlinear constraints
I have a problem with a nonlinear constraint. The non-linearity stems from a term of the form $xb$, where $x \in \mathbb{R}^+$, $x < M$ and $b \in \{0, 1\}$. I am able to remove this non-linearity ...
- 241