Linearization of McCormick relaxations and hybridization with the auxiliary variable method

DOI10.1007/S10898-020-00977-XzbMATH Open1475.90070OpenAlexW3128110744MaRDI QIDQ2046304FDOQ2046304

Jaromił Najman, Alexander Mitsos, Dominik Bongartz

Publication date: 17 August 2021

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-020-00977-x

zbMATH Keywords

global optimizationlinearizationMcCormickMAiNGO

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26)

Cites Work

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• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
• McCormick-Based Relaxations of Algorithms
• Constructing Sobol Sequences with Better Two-Dimensional Projections
• A Note on Performance Profiles for Benchmarking Software
• Monte Carlo sampling methods using Markov chains and their applications
• A polyhedral branch-and-cut approach to global optimization
• The Cutting-Plane Method for Solving Convex Programs
• ANTIGONE: algorithms for coNTinuous/Integer global optimization of nonlinear equations
• Computability of global solutions to factorable nonconvex programs: Part I — Convex underestimating problems
• Convexification and global optimization in continuous and mixed-integer nonlinear programming. Theory, algorithms, software, and applications
• Global optimization. Theory, algorithms, and applications
• Newton's method for convex programming and Tschebyscheff approximation
• A hybrid LP/NLP paradigm for global optimization relaxations
• The generalized simplex method for minimizing a linear form under linear inequality restraints
• Interval analysis on directed acyclic graphs for global optimization
• Multivariate McCormick relaxations
• A central cutting plane algorithm for the convex programming problem
• Location of the Maximum on Unimodal Surfaces
• Differentiable McCormick relaxations
• Three enhancements for optimization-based bound tightening
• On the optimal Halton sequence
• On the computation of weighted analytic centers and dual ellipsoids with the projective algorithm
• SCIP: global optimization of mixed-integer nonlinear programs in a branch-and-cut framework
• Deterministic global optimization of process flowsheets in a reduced space using McCormick relaxations
• Tighter McCormick relaxations through subgradient propagation

Cited In (5)

• A branch-and-bound algorithm with growing datasets for large-scale parameter estimation
• Comparison of MINLP formulations for global superstructure optimization
• Linear relaxations and reduced-Cost based propagation of continuous variable subscripts
• Identification of mechanical properties of arteries with certification of global optimality
• Computing subgradients of convex relaxations for solutions of parametric ordinary differential equations

Uses Software

• SCIP
• CPLEX
• Ipopt
• libMC
• ANTIGONE
• NLopt
• MAiNGO
• sobol.cc

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