Answers to: best known linearization of binary variable and continuous variabe bounded by zero and onehttp://www.or-exchange.com/questions/10066/best-known-linearization-of-binary-variable-and-continuous-variabe-bounded-by-zero-and-one<p>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.</p>enSun, 17 Aug 2014 20:47:20 -0400Answer by Matthew Saltzmanhttp://www.or-exchange.com/questions/10066/best-known-linearization-of-binary-variable-and-continuous-variabe-bounded-by-zero-and-one/10067<p>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).</p>Matthew SaltzmanSun, 17 Aug 2014 20:47:20 -0400http://www.or-exchange.com/questions/10066/best-known-linearization-of-binary-variable-and-continuous-variabe-bounded-by-zero-and-one/10067