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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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https://hal.archives-ouvertes.fr/hal-03395333
Contributor : Leo Liberti Connect in order to contact the contributor
Submitted on : Friday, October 22, 2021 - 1:02:53 PM
Last modification on : Tuesday, October 26, 2021 - 4:00:40 AM
Long-term archiving on: : Sunday, January 23, 2022 - 7:58:45 PM

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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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