Novel bound contraction procedure for global optimization of bilinear MINLP problems with applications to water management problems

We propose a new method to obtain the global optimum of MINLP problems containing bilinearities. Our special method that contracts the bounds of one variable at a time allows reducing the gap between a linear lower bound and an upper bound obtained solving the original problem. Unlike some methods based on variable partitioning, our bound contraction procedure does not introduce new integers or intervals. We illustrate the method by applying it to water management problems.

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