Equivalent Formulations of Nonlinear Integer Problems for Efficient Optimization

Published Online:https://doi.org/10.1287/mnsc.36.1.115

The linearization technique of Glover, which seems to be the most efficient one appearing in the literature, requires the addition of n new continuous variables (unconstrained in sign) and 4n new linear constraints to equivalently represent a 0-1 “quadratic” integer problem with n variables. This paper shows that it is still possible to improve such a procedure. In fact, the number of new continuous variables can be kept at n (but constrained in sign) while further reducing the number of new linear constraints from 4n to 2n.

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