Questions tagged [mccormick]

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Invalid solutions to Piecewise Mccormick Envelope Implementation

I am currently trying to implement a piecewise McCormick envelope in Drake (c++). The current issue I am having is that the solution produced by the optimization does not produce a valid $x$ and $y$ ...
Yuki's user avatar
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5 votes
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Linearizing a constraint with square root of a variable

I am trying to linearize the constraint set (2) in the following simplified program. The parameters: $A,C,D,T\in\mathbb{R}^+$. The set $\mathcal{J}$ is polynomially-sized. \begin{alignat}2\min &\...
tcokyasar's user avatar
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6 votes
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Linearize a product of an integer variable (not just binary) and a continuous variable?

I have a constraint in my formulation that contains multiplication of an integer variable $y$ and a continuous variable $x$, which is $xy=q$ where $y$ is the number of units in which $q$ gets equally ...
optimizationguy's user avatar
15 votes
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When is the McCormick envelope exact?

I know that given $S$ of the form $$ S = \{ (x,y,z) \in \mathbb R^3: \ell_x \leq x \leq u_x; \ell_y \leq y \leq u_y; z = xy\} $$ with finite lower and upper bounds, the McCormick envelope of $S$ ...
Sriram Sankaranarayanan's user avatar
12 votes
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McCormick envelopes and nonlinear constraints

I have a problem with a nonlinear constraint. The non-linearity stems from a term of the form $xb$, where $x \in \mathbb{R}^+$, $x < M$ and $b \in \{0, 1\}$. I am able to remove this non-linearity ...
Wilmer E. Henao's user avatar