Questions tagged [mccormick]

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14
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1answer
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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 $S$ ...
12
votes
1answer
124 views

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 ...