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.

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asked 17 Aug '14, 19:33

Amir's gravatar image

Amir
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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).

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answered 17 Aug '14, 20:47

Matthew%20Saltzman's gravatar image

Matthew Salt... ♦
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Asked: 17 Aug '14, 19:33

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Last updated: 17 Aug '14, 20:47

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