On the composition of convex envelopes for quadrilinear terms
Langue
en
Communication dans un congrès
Ce document a été publié dans
International Conference on Optimization, Simulation and Control Proceedings, International Conference on Optimization, Simulation and Control Proceedings, COSC 2011, International Conference on Optimization, Simulation and Control, 2011-12-01, Berlin. 2011-12-01p. pp xxxx
Résumé en anglais
Within the framework of the spatial Branch-and-Bound algorithm for solving Mixed-Integer Nonlinear Programs, different convex relaxations can be obtained for multilinear terms by applying associativity in different ways. ...Lire la suite >
Within the framework of the spatial Branch-and-Bound algorithm for solving Mixed-Integer Nonlinear Programs, different convex relaxations can be obtained for multilinear terms by applying associativity in different ways. The two groupings ((x1x2)x3)x4 and (x1x2x3)x4 of a quadrilinear term, for example, give rise to two different convex relaxations. In [6] we prove that having fewer groupings of longer terms yields tighter convex relaxations. In this paper we give an alternative proof of the same fact and perform a computational study to assess the impact of the tightened convex relaxation in a spatial Branch-and-Bound setting.< Réduire
Origine
Importé de halUnités de recherche