منابع مشابه
Multivariate McCormick relaxations
McCormick (Math Prog 10(1):147–175, 1976) provides the framework for convex/concave relaxations of factorable functions, via rules for the product of functions and compositions of the form F◦ f , where F is a univariate function. Herein, the composition theorem is generalized to allowmultivariate outer functions F , and theory for the propagation of subgradients is presented. The generalization...
متن کاملTightening McCormick Relaxations for Nonlinear Programs via Dynamic Multivariate Partitioning
In this work, we propose a two-stage approach to strengthen piecewise McCormick relaxations for mixed-integer nonlinear programs (MINLP) with multi-linear terms. In the first stage, we exploit Constraint Programing (CP) techniques to contract the variable bounds. In the second stage we partition the variables domains using a dynamic multivariate partitioning scheme. Instead of equally partition...
متن کاملDifferentiable McCormick relaxations
McCormick’s classical relaxation technique constructs closed-form convex and concave relaxations of compositions of simple intrinsic functions. These relaxations have several properties which make them useful for lower bounding problems in global optimization: they can be evaluated automatically, accurately, and computationally inexpensively, and they converge rapidly to the relaxed function as...
متن کاملMcCormick-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...
متن کاملReverse propagation of McCormick relaxations
Constraint propagation techniques have heavily utilized interval arithmetic while the application of convex and concave relaxations has been mostly restricted to the domain of global optimization. Here, reverse McCormick propagation, a method to construct and improve McCormick relaxations using a directed acyclic graph representation of the constraints, is proposed. In particular, this allows t...
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ژورنال
عنوان ژورنال: Journal of Global Optimization
سال: 2014
ISSN: 0925-5001,1573-2916
DOI: 10.1007/s10898-014-0176-0