Safe and tight linear estimators for global optimization
From MaRDI portal
Publication:1774166
DOI10.1007/s10107-004-0533-8zbMath1066.90087OpenAlexW2081148668MaRDI QIDQ1774166
Pascal Van Hentenryck, Glencora Borradaile
Publication date: 29 April 2005
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-004-0533-8
Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Nonconvex programming, global optimization (90C26)
Related Items
A review of recent advances in global optimization, An efficient and safe framework for solving optimization problems, (Global) optimization: historical notes and recent developments, Domain reduction techniques for global NLP and MINLP optimization, Fast construction of constant bound functions for sparse polynomials
Uses Software
Cites Work
- A branch and contract algorithm for problems with concave univariate, bilinear and linear fractional terms
- Lower bound functions for polynomials
- Generalized convex disjunctive programming: Nonlinear convex hull relaxation
- A rigorous lower bound for the optimal value of convex optimization problems
- Safe bounds in linear and mixed-integer linear programming
- Convexification and global optimization in continuous and mixed-integer nonlinear programming. Theory, algorithms, software, and applications
- A global optimization algorithm for linear fractional and bilinear programs
- Computability of global solutions to factorable nonconvex programs: Part I — Convex underestimating problems
- Solving Polynomial Systems Using a Branch and Prune Approach
- Applying interval arithmetic to real, integer, and boolean constraints
- Global Optimization and Constraint Satisfaction