Let Z=XY where X is binary and 0<=Y<=1 is continuous variable between zero and one. I know that Z can be linearized as: Z<=X,Z<=Y,Z>=X+Y-1. I am wandering if there is any tighter linareization than the above linearization.

This question is marked "community wiki".

asked 17 Aug '14, 19:33

Amir's gravatar image

accept rate: 0%

You need nonnegativity on z, but otherwise, that's it. You need the convex hull of (0,0,0), (0,1,0), (1,0,0), and (1, 1, 1).


answered 17 Aug '14, 20:47

Matthew%20Saltzman's gravatar image

Matthew Salt... ♦
accept rate: 17%

Your answer
toggle preview

Follow this question

By Email:

Once you sign in you will be able to subscribe for any updates here



Answers and Comments

Markdown Basics

  • *italic* or _italic_
  • **bold** or __bold__
  • link:[text](http://url.com/ "Title")
  • image?![alt text](/path/img.jpg "Title")
  • numbered list: 1. Foo 2. Bar
  • to add a line break simply add two spaces to where you would like the new line to be.
  • basic HTML tags are also supported



Asked: 17 Aug '14, 19:33

Seen: 3,501 times

Last updated: 17 Aug '14, 20:47

OR-Exchange! Your site for questions, answers, and announcements about operations research.