Relaxation strength for multilinear optimization: McCormick strikes back
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arXiv
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| Format: | Preprint |
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2023
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| _version_ | 1866918433604501504 |
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| author | Schutte, Emily Walter, Matthias |
| author_facet | Schutte, Emily Walter, Matthias |
| contents | We consider linear relaxations for multilinear optimization problems. In a recent paper, Khajavirad proved that the extended flower relaxation is at least as strong as the relaxation of any recursive McCormick linearization (Operations Research Letters 51 (2023) 146-152). In this paper we extend the result to more general linearizations, and present a simpler proof. Moreover, we complement Khajavirad's result by showing that the intersection of the relaxations of such linearizations and the extended flower relaxation are equally strong. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2311_08570 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Relaxation strength for multilinear optimization: McCormick strikes back Schutte, Emily Walter, Matthias Optimization and Control Discrete Mathematics Combinatorics 90C57 F.2.2 We consider linear relaxations for multilinear optimization problems. In a recent paper, Khajavirad proved that the extended flower relaxation is at least as strong as the relaxation of any recursive McCormick linearization (Operations Research Letters 51 (2023) 146-152). In this paper we extend the result to more general linearizations, and present a simpler proof. Moreover, we complement Khajavirad's result by showing that the intersection of the relaxations of such linearizations and the extended flower relaxation are equally strong. |
| title | Relaxation strength for multilinear optimization: McCormick strikes back |
| topic | Optimization and Control Discrete Mathematics Combinatorics 90C57 F.2.2 |
| url | https://arxiv.org/abs/2311.08570 |