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arxiv: 1706.08438 · v2 · pith:56GDTR4Fnew · submitted 2017-06-26 · 🧮 math.OC

On branching-point selection for trilinear monomials in spatial branch-and-bound: the hull relaxation

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keywords monomialsrelaxationtrilinearanalyticallybranch-and-boundbranchingconvex-hullmeasure
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In Speakman and Lee (2017), we analytically developed the idea of using volume as a measure for comparing relaxations in the context of spatial branch-and-bound. Specifically, for trilinear monomials, we analytically compared the three possible "double-McCormick relaxations" with the tight convex-hull relaxation. Here, again using volume as a measure, for the convex-hull relaxation of trilinear monomials, we establish simple rules for determining the optimal branching variable and optimal branching point. Additionally, we compare our results with current software practice.

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