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
Hauptverfasser: Horst, Reiner, Raber, Ulrich
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.
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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CitedBy_id crossref_primary_10_1023_A_1020383700229
crossref_primary_10_1016_j_amc_2006_08_028
crossref_primary_10_1016_j_mcm_2008_04_004
crossref_primary_10_1023_A_1008377529330
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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Snippet Interesting cutting plane approaches for solving certain difficult multiextremal global optimization problems can fail to converge. Examples include the...
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SubjectTerms Algorithms
Approximation
Linear programming
Optimization
Title Convergent Outer Approximation Algorithms for Solving Unary Programs
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