Tight convex underestimators for \({\mathcal{C}^2}\)-continuous problems. II: Multivariate functions
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Publication:1024828
DOI10.1007/S10898-008-9288-8zbMath1170.90459OpenAlexW2293000863MaRDI QIDQ1024828
Christodoulos A. Floudas, Chrysanthos E. Gounaris
Publication date: 17 June 2009
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-008-9288-8
Related Items (20)
A review of recent advances in global optimization ⋮ Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO ⋮ Convex relaxation for solving posynomial programs ⋮ Convergence analysis of Taylor models and McCormick-Taylor models ⋮ An edge-concave underestimator for the global optimization of twice-differentiable nonconvex problems ⋮ Chebyshev model arithmetic for factorable functions ⋮ Combination of two underestimators for univariate global optimization ⋮ The adaptive convexification algorithm for semi-infinite programming with arbitrary index sets ⋮ A generalization of the classical \(\alpha \)BB convex underestimation via diagonal and nondiagonal quadratic terms ⋮ A new algorithm for box-constrained global optimization ⋮ Convex underestimators of polynomials ⋮ On convex relaxations of quadrilinear terms ⋮ Convergence rate of McCormick relaxations ⋮ Efficient Convexification Strategy for Generalized Geometric Programming Problems ⋮ Piecewise-linear approximations of multidimensional functions ⋮ On the efficient Gerschgorin inclusion usage in the global optimization \(\alpha\)BB method ⋮ Performance of convex underestimators in a branch-and-bound framework ⋮ An extension of the \(\alpha\mathrm{BB}\)-type underestimation to linear parametric Hessian matrices ⋮ New methods for calculating \(\alpha\)BB-type underestimators ⋮ Tight convex underestimators for \({{\mathcal C}^2}\)-continuous problems. I: Univariate functions
Uses Software
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