[Couenne] Multilinear model formulations
Akshay Gupte
akshayg at gatech.edu
Wed Mar 28 13:05:44 EDT 2012
Hi,
I was just wondering the following: Suppose I formulate a multilinear problem with AMPL where I replace each multilinear term with its auxiliary variable and write explicit constraints for defining these auxiliary variables. Is this likely to affect the performance of Couenne in a significant way - good or bad ?
For example, does this pre-empt any cut generation ? Is it able to detect the original multilinear constraint from the new computational graph and generate the same multi-term (if any) cuts as before ? Are the user defined auxiliary variables considered as original problem variables and hence preprocessed, bound tightened, branched upon like all other variables ?
Thanks,
Akshay.
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