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Book Sections Year : 2021

Continuous Reformulation of Binary Variables, Revisited

Abstract

We discuss a class of tightly feasible MILP for which branchand-bound is ineffective. We consider its hardness, evaluate the probability that randomly generated instances are feasible, and introduce a heuristic solution method based on the old idea of reformulating binary variables to continuous while introducing a linear complementarity constraint. We show the extent of the computational advantage, under a time limit, of our heuristic with respect to a state-of-the-art branch-andbound implementation.
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Dates and versions

hal-03395333 , version 1 (22-10-2021)

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Leo Liberti. Continuous Reformulation of Binary Variables, Revisited. Mathematical Optimization Theory and Operations Research: Recent Trends, 1476, Springer International Publishing, pp.201-215, 2021, Communications in Computer and Information Science, ⟨10.1007/978-3-030-86433-0_14⟩. ⟨hal-03395333⟩
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