Classic Linearization

• Modeling x*y when x, y binary

  • Quadratic Assignment
  • IBM Engagement with Direct-Mail Marketer
    

• Substitute single variable for product

  • w = x*y

• Introduce 4 new constraints

  • x + y – w <= 1
  • 0 <= w <= x, w <= y

• Forces w = x*y for binary realizations of x and y

Previous slide

Next slide

Back to first slide

View graphic version