Global optimization of mixed-integer quadratically-constrained quadratic programs (MIQCQP) through piecewise-linear and edge-concave relaxations

We propose a deterministic global optimization approach, whose novel contributions are rooted in the edge-concave and piecewise-linear underestimators, to address nonconvex mixed-integer quadratically-constrained quadratic programs (MIQCQP) to -global optimality. The facets of low-dimensional ( n ≤...

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Vydáno v:	Mathematical programming Ročník 136; číslo 1; s. 155 - 182
Hlavní autoři:	Misener, Ruth, Floudas, Christodoulos A.
Médium:	Journal Article Konferenční příspěvek
Jazyk:	angličtina
Vydáno:	Berlin/Heidelberg Springer-Verlag 01.12.2012 Springer Springer Nature B.V
Témata:	Agglomeration Applied sciences Batch processes Calculus of Variations and Optimal Control; Optimization Combinatorics Computation Exact sciences and technology Flows in networks. Combinatorial problems Full Length Paper Inventory control, production control. Distribution Investigations Mathematical and Computational Physics Mathematical Methods in Physics Mathematical programming Mathematics Mathematics and Statistics Mathematics of Computing Multivariable Numerical Analysis Operational research and scientific management Operational research. Management science Optimization Optimization algorithms Quadratic programming Scholarships & fellowships Studies Theoretical Trees Variables 90C20 Quadratic programming 90C26 Global optimization 90C57 Polyhedral combinatorics; branch & bound Branching Group technology Non convex programming Tree(graph) Program library Branch and bound method Global optimum Bin packing problem Mixed integer programming Combinatorial optimization Quadratic programming Standards Constrained optimization Aggregation Polyhedron Integer programming 90C20 Implicit enumeration method Non convex analysis Piecewise linearization Mathematical programming Piecewise-linear techniques
ISSN:	0025-5610, 1436-4646
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