McCormick envelopes (Definition here) are used to bound the bilinear (non-convex) functions. Is it possible to bound a bilinear term with non-integral bounds? I have this doubt because, in almost all the research papers, only Mixed Integer Linear Programming (MILP) is referred, and there is no mention or example where non-integral bounds are used. I am asking this question because I am trying to bound a bilinear term but it has non-integer bound (in my case $(1,2)$).
2026-03-27 14:57:01.1774623421
McCormick envelopes
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