论文标题

RLT切割的有效分离,用于隐式和显式双线性项

Efficient Separation of RLT Cuts for Implicit and Explicit Bilinear Terms

论文作者

Bestuzheva, Ksenia, Gleixner, Ambros, Achterberg, Tobias

论文摘要

重新构造线性化技术(RLT)是构建非凸线连续和混合组合优化问题的紧密线性松弛的重要方法。本文的目的是扩展适用性并提高双线性产品关系的RLT性能。首先,基于分析具有二进制变量的线性约束,开发了一种用于检测双线性产品关系的方法,从而开发了二进制变量的线性约束,从而使双线性RLT应用于新的问题。我们的第二个贡献解决了RLT切割分离的高计算成本,这在实践中有效地施加了RLT的主要困难之一。我们提出了一种新的RLT切割平面分离算法,该算法确定了线性约束和结合因子的组合,这些因素和结合因子被期望产生的不等式,而当前松弛解决方案违反了不平等。该算法适用于针对所有类型的双线性术语生成的RLT削减,包括但不限于检测到的隐式产品。一项基于两个求解器实施的详细计算研究评估了所提出的方法的性能影响。

The reformulation-linearization technique (RLT) is a prominent approach to constructing tight linear relaxations of non-convex continuous and mixed-integer optimization problems. The goal of this paper is to extend the applicability and improve the performance of RLT for bilinear product relations. First, a method for detecting bilinear product relations implicitly contained in mixed-integer linear programs is developed based on analyzing linear constraints with binary variables, thus enabling the application of bilinear RLT to a new class of problems. Our second contribution addresses the high computational cost of RLT cut separation, which presents one of the major difficulties in applying RLT efficiently in practice. We propose a new RLT cutting plane separation algorithm which identifies combinations of linear constraints and bound factors that are expected to yield an inequality that is violated by the current relaxation solution. This algorithm is applicable to RLT cuts generated for all types of bilinear terms, including but not limited to the detected implicit products. A detailed computational study based on implementations in two solvers evaluates the performance impact of the proposed methods.

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