Facets of a mixed-integer bilinear covering set with bounds on variables release_gvkqm5ev7bahpa6dm4q5a6arhy

by Hamidur Rahman, Ashutosh Mahajan

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2019  

Abstract

We derive a closed form description of the convex hull of mixed-integer bilinear covering set with bounds on the integer variables. This convex hull description is determined by considering some orthogonal disjunctive sets defined in a certain way. This description does not introduce any new variables, but consists of exponentially many inequalities. An extended formulation with a few extra variables and much smaller number of constraints is presented. We also derive a linear time separation algorithm for finding the facet defining inequalities of this convex hull. We study the effectiveness of the new inequalities and the extended formulation using some examples.
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Date   2019-03-02
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arXiv  1707.06712v2
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