consider Z = x*y, a highly nonlinear relationship in MILP

I want to consider a highly nonlinear relationship Z = x * y in a mixed integer linear optimization problem. x and y are independent variables (sdpvar) and Z = f(x, y) is the known relationship from experimental data.

What can I do to realize the above-mentioned function? Is special ordered sets of type 2 (SoS2) method a possible way to solve the problem?

Answer 1

[Alan Weiss]

Usually, when you have a MILP then you don't have variables multiply each other unless one of the variables is binary. For this case, see Integer and Logical Modeling.

Alan Weiss

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