Convergent Outer Approximation Algorithms for Solving Unary Programs
Interesting cutting plane approaches for solving certain difficult multiextremal global optimization problems can fail to converge. Examples include the concavity cut method for concave minimization and Ramana's recent outer approximation method for unary programs which are linear programming p...
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| Veröffentlicht in: | Journal of global optimization Jg. 13; H. 2; S. 123 - 149 |
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| Format: | Journal Article |
| Sprache: | Englisch |
| Veröffentlicht: |
Dordrecht
Springer Nature B.V
01.09.1998
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| ISSN: | 0925-5001, 1573-2916 |
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| Abstract | Interesting cutting plane approaches for solving certain difficult multiextremal global optimization problems can fail to converge. Examples include the concavity cut method for concave minimization and Ramana's recent outer approximation method for unary programs which are linear programming problems with an additional constraint requiring that an affine mapping becomes unary. For the latter problem class, new convergent outer approximation algorithms are proposed which are based on sufficiently deep l∞-norm or quadratic cuts. Implementable versions construct optimal simplicial inner approximations of Euclidean balls and of intersections of Euclidean balls with halfspaces, which are of general interest in computational convexity. Computational behavior of the algorithms depends crucially on the matrices involved in the unary condition. Potential applications to the global minimization of indefinite quadratic functions subject to indefinite quadratic constraints are shown to be practical only for very small problem sizes. |
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| AbstractList | Interesting cutting plane approaches for solving certain difficult multiextremal global optimization problems can fail to converge. Examples include the concavity cut method for concave minimization and Ramana's recent outer approximation method for unary programs which are linear programming problems with an additional constraint requiring that an affine mapping becomes unary. For the latter problem class, new convergent outer approximation algorithms are proposed which are based on sufficiently deep l∞-norm or quadratic cuts. Implementable versions construct optimal simplicial inner approximations of Euclidean balls and of intersections of Euclidean balls with halfspaces, which are of general interest in computational convexity. Computational behavior of the algorithms depends crucially on the matrices involved in the unary condition. Potential applications to the global minimization of indefinite quadratic functions subject to indefinite quadratic constraints are shown to be practical only for very small problem sizes. |
| Author | Horst, Reiner Raber, Ulrich |
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| Cites_doi | 10.1007/978-3-662-03199-5 10.1007/BF01099462 10.1137/1038003 10.2140/pjm.1969.31.795 10.1007/BF02574058 10.1017/CBO9780511810817 10.1007/BF01100205 |
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| DOI | 10.1023/A:1008284026289 |
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| References | S. Poljak (152824_CR6) 1995; 7 R. Horn (152824_CR4) 1985 D.M.Y. Sommerville (152824_CR11) 1929 P. Gritzmann (152824_CR3) 1995; 13 M. Ramana (152824_CR8) 1993 R. Horst (152824_CR5) 1996 152824_CR7 F. Al-Khayyal (152824_CR1) 1945; 6 D. Slepan (152824_CR10) 1969; 31 N.Z. Shor (152824_CR9) 1987; 25 152824_CR2 L. Vandenberghe (152824_CR12) 1996; 38 |
| References_xml | – volume-title: Global Optimization – Deterministic Methods year: 1996 ident: 152824_CR5 doi: 10.1007/978-3-662-03199-5 – volume: 6 start-page: 215 year: 1945 ident: 152824_CR1 publication-title: J. Global Optimization doi: 10.1007/BF01099462 – ident: 152824_CR2 – volume-title: An Introduction to the Geometry of N Dimensions year: 1929 ident: 152824_CR11 – volume-title: An Algorithmic Analysis of Multiquadratic and Semidefinite Programming Problems year: 1993 ident: 152824_CR8 – volume: 25 start-page: 1 year: 1987 ident: 152824_CR9 publication-title: Soviet J. Computer and Systems Sciences – volume: 38 start-page: 49 year: 1996 ident: 152824_CR12 publication-title: SIAM Review doi: 10.1137/1038003 – ident: 152824_CR7 – volume: 31 start-page: 795 year: 1969 ident: 152824_CR10 publication-title: Pacific J. Math. doi: 10.2140/pjm.1969.31.795 – volume: 13 start-page: 477 year: 1995 ident: 152824_CR3 publication-title: Discrete Comput. Geom. doi: 10.1007/BF02574058 – volume-title: Matrix Analysis year: 1985 ident: 152824_CR4 doi: 10.1017/CBO9780511810817 – volume: 7 start-page: 51 year: 1995 ident: 152824_CR6 publication-title: J. Global Optimization doi: 10.1007/BF01100205 |
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| Title | Convergent Outer Approximation Algorithms for Solving Unary Programs |
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