Bill McCormick (1942-2011)

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Art - McCormick (D)

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McCormick-Based Relaxations of Algorithms

Theory and implementation for the global optimization of a wide class of algorithms is presented via convex/affine relaxations. The basis for the proposed relaxations is the systematic construction of subgradients for the convex relaxations of factorable functions by McCormick [Math. Prog., 10 (1976), pp. 147–175]. Similar to the convex relaxation, the subgradient propagation relies on the recu...

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Quantifying Double McCormick

When using the standard McCormick inequalities twice to convexify trilinear monomials, as is often the practice in modeling and software, there is a choice of which variables to group first. For the important case in which the domain is a nonnegative box, we calculate the volume of the resulting relaxation, as a function of the bounds defining the box. In this manner, we precisely quantify the ...

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Differentiable McCormick relaxations

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Multivariate McCormick relaxations

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ژورنال

عنوان ژورنال: Canadian Journal of Neurological Sciences / Journal Canadien des Sciences Neurologiques

سال: 2012

ISSN: 0317-1671,2057-0155

DOI: 10.1017/s0317167100012816