Piecewise Polyhedral Relaxations of Multilinear Optimization
In this paper, we consider piecewise polyhedral relaxations (PPRs) of multilinear optimization problems over axis-parallel hyper-rectangular partitions of their domain. We improve formulations for PPRs by linking components that are commonly modeled independently in the literature. Numerical experiments with ALPINE, an open-source software for global optimization that relies on piecewise approximations of functions, show that … Read more