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gmvh
gmvh
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I have an optimization problem for which I have the optimal solution obtained by the ILP. However, when I introduced the McCormick Envelope to replace the product of a bi-lnearlinear term in its LP relaxation, after rounding the cost function value is much higher than that of the ILP.

Are there alternatives to the McCormick EnevelopesEnvelopes to get a better cost function value after rounding or even a better approach for the bi-linear term ?

I have an optimization problem for which I have the optimal solution obtained by the ILP. However, when I introduced the McCormick Envelope to replace the product of a bi-lnear term in its LP relaxation, after rounding the cost function value is much higher than that of the ILP.

Are there alternatives to the McCormick Enevelopes to get a better cost function value after rounding or even a better approach for the bi-linear term ?

I have an optimization problem for which I have the optimal solution obtained by the ILP. However, when I introduced the McCormick Envelope to replace the product of a bi-linear term in its LP relaxation, after rounding the cost function value is much higher than that of the ILP.

Are there alternatives to the McCormick Envelopes to get a better cost function value after rounding or even a better approach for the bi-linear term ?

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LyLa
LyLa
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Alternatives to McCormick Envelope

I have an optimization problem for which I have the optimal solution obtained by the ILP. However, when I introduced the McCormick Envelope to replace the product of a bi-lnear term in its LP relaxation, after rounding the cost function value is much higher than that of the ILP.

Are there alternatives to the McCormick Enevelopes to get a better cost function value after rounding or even a better approach for the bi-linear term ?