McCormick Envelopes are a type of convex relaxation used in bilinear Non Linear Programming problems. Many times these envelopes are used to solve a Mixed Integer Non Linear Programming problem by relaxing the MINLP problem so that it becomes a convex NLP. Solving this convex NLP will provide a lower bound number on the optimal solution of the original MINLP. For more information on solving MINLPs see Spatial Branch and Bound method.

Last modified

• 11/29/2018

Creator

• John Dombrowski

DOI

• https://doi.org/10.21985/N29T8M

Keyword

• Global Optimization
• McCormick

Rights statement

• In Copyright