Convex generalized disjunctive programming (GDP)

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Edited By: Nicholas Schafhauser, Blerand Qeriqi, Ryan Cuppernull




The two most common ways of reformulating a GDP problem into an MINLP are through Big-M (BM) and Hull Reformulation (HR). BM is the simpler of the two, while HR results in tighter relaxation (smaller feasible region) and faster solution times. (

Below is an example of the reformulation of the GDP problem from the Theory section reformulated into an MINLP by using the Big-M method.

Failed to parse (unknown function "\leg"): {\displaystyle \begin{align} \min z=f(x)\\ s.t.g(x) \leq 0\\ rki(x) \leg M^ki(1-yki) m_i\ge0,\quad \forall i \in I\\ y_j\in {0,1},\quad \forall j \in J \end{align}}

Numerical Example