Strengthening Convex Relaxations of Mixed Integer Non Linear Programming Problems with Separable Non Convexities

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Názov: Strengthening Convex Relaxations of Mixed Integer Non Linear Programming Problems with Separable Non Convexities
Autori: Claudia D'Ambrosio Antonio Frangioni Claudio Gentile
Zdroj: XIII Global Optimization Workshop GOW'16, pp. 49–52, Braga, 4-8/9/2016
info:cnr-pdr/source/autori:Claudia D'Ambrosio Antonio Frangioni Claudio Gentile/congresso_nome:XIII Global Optimization Workshop GOW'16/congresso_luogo:Braga/congresso_data:4-8%2F9%2F2016/anno:2016/pagina_da:49/pagina_a:52/intervallo_pagine:49–52
Informácie o vydavateľovi: 2016.
Rok vydania: 2016
Predmety: Global optimization algorithm, Perspective reformulation, Separable functions
Popis: In this work we focus on methods for solving mixed integer non linear programming problems with separable non convexities. In particular, we propose a strengthening of a convex mixed integer non linear programming relaxation based on perspective reformulations. The relaxation is a subproblem of an iterative global optimization algorithm and it is solved at each iteration. Computational results confirm that the perspective reformulation outperforms the standard solution approaches.
Druh dokumentu: Conference object
Jazyk: English
Prístupová URL adresa: http://www.cnr.it/prodotto/i/370618
https://publications.cnr.it/doc/370618
Prístupové číslo: edsair.cnr...........a72b4b18d24b1e1ab9051a18b89a4b9f
Databáza: OpenAIRE
Popis
Abstrakt:In this work we focus on methods for solving mixed integer non linear programming problems with separable non convexities. In particular, we propose a strengthening of a convex mixed integer non linear programming relaxation based on perspective reformulations. The relaxation is a subproblem of an iterative global optimization algorithm and it is solved at each iteration. Computational results confirm that the perspective reformulation outperforms the standard solution approaches.