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For questions related to techniques for converting nonlinear expressions in optimization models into equivalent (or approximately equivalent) linear ones.

12 votes

How to linearize the product of two continuous variables?

Unlike cases where one or both of the $x$ and $y$ are binary, you won't be able to truly (i.e. exactly) linearize this. https://stackoverflow.com/questions/49021401/how-to-linearize-the-product-of-tw …
Michael Trick's user avatar