Linearization of mixed-integer products
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Programs containing products of a binary variable and a function of continuous variables can be transformed into programs which are linear in the binary variables by applying the technique introduced by Glover (1975) for bitinear products. Of particular interest, though, is the ability to transform a class of programs containing such mixed-integer products into MINLP problems which can be solved with the outer-approximat ion algorithm developed by Duran and Grossmann (1986). The main feature of this class of programs is convexity with respect to the continuous variables.
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