Equivalent Formulations of Nonlinear Integer Problems for Efficient Optimization

The linearization technique of Glover, which seems to be the most efficient one appearing in the literature, requires the addition of n new continuous variables (unconstrained in sign) and 4n new linear constraints to equivalently represent a 0-1 “quadratic” integer problem with n variables. This paper shows that it is still possible to improve such a procedure. In fact, the number of new continuous variables can be kept at n (but constrained in sign) while further reducing the number of new linear constraints from 4n to 2n.

• 저널Management Science · 36(1) · 115–119
• 토픽Advanced Optimization Algorithms Research · Numerical Analysis
• DOI10.1287/mnsc.36.1.115
• 저자Ossama Kettani, Muhittin Oral